On the residual dependence index of elliptical distributions (Q979196): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2085020953 / rank | |||
Normal rank |
Revision as of 00:32, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the residual dependence index of elliptical distributions |
scientific article |
Statements
On the residual dependence index of elliptical distributions (English)
0 references
25 June 2010
0 references
partial residual dependence index
0 references
Gumbel max-domain of attraction
0 references
Weibull-tail distribution
0 references
elliptical distribution
0 references
quadratic programming problem
0 references