The bivariate normal copula function is regularly varying (Q643238): Difference between revisions

@@ Property / cites work @@
+Tail dependence of skewed grouped \(t\)-distributions
+Normal rank
@@ Property / cites work @@
+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence for two skew \(t\) distributions
@@ Property / cites work: Tail dependence for two skew \(t\) distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence and skew distributions
@@ Property / cites work: Tail dependence and skew distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q5538132
@@ Property / cites work: Q5538132 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate extremes, aggregation and dependence in elliptical distributions
+Normal rank
@@ Property / cites work @@
+A multivariate jump-driven financial asset model
@@ Property / cites work: A multivariate jump-driven financial asset model / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas. Properties and applications
+Normal rank
@@ Property / cites work @@
+Multivariate conditional versions of Spearman's rho and related measures of tail dependence
+Normal rank
@@ Property / cites work @@
+Tail dependence for elliptically contoured distributions
+Normal rank
@@ Property / cites work @@
+Q3184722
@@ Property / cites work: Q3184722 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularly varying functions
@@ Property / cites work: Regularly varying functions / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile mechanics
@@ Property / cites work: Quantile mechanics / rank @@
+Normal rank