PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753)
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scientific article; zbMATH DE number 6880314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE |
scientific article; zbMATH DE number 6880314 |
Statements
PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (English)
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4 June 2018
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multivariate distribution
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copula
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tail dependence
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maximal dependence
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fatal shock
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multivariate Pareto
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enterprise risk management
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