Copula-based conditional tail indices (Q6200942)

From MaRDI portal
Revision as of 22:43, 30 April 2024 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7823265
Language Label Description Also known as
English
Copula-based conditional tail indices
scientific article; zbMATH DE number 7823265

    Statements

    title
    Copula-based conditional tail indices (English)
    0 references
    author
    Vincenzo Coia
    0 references
    Joe, Harry
    0 references
    Natalia Nolde
    0 references
    publication date
    25 March 2024
    0 references
    Mathematics Subject Classification ID
    62H05
    0 references
    60G70
    0 references
    62J02
    0 references
    zbMATH DE Number
    7823265
    0 references
    zbMATH Keywords
    conditional distribution
    0 references
    copula
    0 references
    regular variation
    0 references
    tail index
    0 references
    vine
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6200942&oldid=34048445"
      Powered by MediaWiki