Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478): Difference between revisions
From MaRDI portal
Latest revision as of 18:55, 25 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Lower tail dependence for Archimedean copulas: characterizations and pitfalls |
scientific article |
Statements
Lower tail dependence for Archimedean copulas: characterizations and pitfalls (English)
0 references
23 May 2007
0 references
regular variation
0 references
tail dependence
0 references
de Haan class
0 references
0 references
0 references