Tails of multivariate Archimedean copulas (Q1021851): Difference between revisions

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Tails of multivariate Archimedean copulas
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    Tails of multivariate Archimedean copulas (English)
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    9 June 2009
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    Archimedean copula
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    asymptotic independence
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    Clayton copula
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    coefficient of tail dependence
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    complete monotonicity
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    domain of attraction
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    extreme value distribution
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    frailty model
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    regular variation
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    survival copula
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    tail dependence copula
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