Tail dependence functions and vine copulas (Q1041080)

From MaRDI portal
Revision as of 22:54, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Tail dependence functions and vine copulas
scientific article

    Statements

    title
    Tail dependence functions and vine copulas (English)
    0 references
    author
    Joe, Harry
    0 references
    Haijun Li
    0 references
    publication date
    27 November 2009
    0 references
    zbMATH Keywords
    Archimedean copulas
    0 references
    conditional tails
    0 references
    D-vine
    0 references
    C-vine
    0 references
    extreme values
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62H05
    0 references
    62H20
    0 references
    62G32
    0 references
    zbMATH DE Number
    5639718
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1041080&oldid=13051047"
    Powered by MediaWiki