Tail dependence from a distributional point of view (Q1880891): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1023/b:extr.0000031180.93684.85 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2051005398 / rank | |||
Normal rank | |||
Latest revision as of 09:52, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence from a distributional point of view |
scientific article |
Statements
Tail dependence from a distributional point of view (English)
0 references
24 September 2004
0 references
archimedean copula
0 references
dependent risks
0 references
extreme value theory
0 references
regular variation
0 references
tail dependence
0 references
invariance properties
0 references
