Tail dependence for multivariate copulas and its monotonicity (Q998294)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tail dependence for multivariate copulas and its monotonicity |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence for multivariate copulas and its monotonicity |
scientific article |
Statements
Tail dependence for multivariate copulas and its monotonicity (English)
0 references
28 January 2009
0 references
tail dependence
0 references
copula
0 references
multivariate \(t\)-distribution
0 references
inverse gamma distribution
0 references
regularly varying distribution
0 references
orthant dependence
0 references
