Tails of multivariate Archimedean copulas (Q1021851): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jmva.2008.12.015 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JMVA.2008.12.015 / rank | |||
Normal rank | |||
Latest revision as of 13:24, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tails of multivariate Archimedean copulas |
scientific article |
Statements
Tails of multivariate Archimedean copulas (English)
0 references
9 June 2009
0 references
Archimedean copula
0 references
asymptotic independence
0 references
Clayton copula
0 references
coefficient of tail dependence
0 references
complete monotonicity
0 references
domain of attraction
0 references
extreme value distribution
0 references
frailty model
0 references
regular variation
0 references
survival copula
0 references
tail dependence copula
0 references
0 references
0 references
0 references
0 references
