The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647): Difference between revisions
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Revision as of 19:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution |
scientific article |
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The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (English)
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22 January 2016
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extreme value theory
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tail dependence
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hyperbolic tail quantile
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copula
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