The bivariate normal copula function is regularly varying (Q643238)

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The bivariate normal copula function is regularly varying
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    title
    The bivariate normal copula function is regularly varying (English)
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    author
    Thomas Fung
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    Eugene Seneta
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    publication date
    28 October 2011
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    Mathematics Subject Classification ID
    62H05
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    62G32
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    62H20
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    zbMATH DE Number
    5965247
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    zbMATH Keywords
    inverse functions
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    asymptotic tail dependence
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    OpenAlex ID
    W2070499661
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