Tail dependence functions and vine copulas (Q1041080)

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Tail dependence functions and vine copulas
scientific article

    Statements

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

    Mathematics Subject Classification ID
    62H05
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    62H20
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    62G32
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    zbMATH DE Number
    5639718
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