Copula-based conditional tail indices (Q6200942)

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scientific article; zbMATH DE number 7823265
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English
Copula-based conditional tail indices
scientific article; zbMATH DE number 7823265

    Statements

    title
    Copula-based conditional tail indices (English)
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    author
    Vincenzo Coia
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    Joe, Harry
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    Natalia Nolde
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    publication date
    25 March 2024
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    Mathematics Subject Classification ID
    62H05
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    60G70
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    62J02
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    zbMATH DE Number
    7823265
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    zbMATH Keywords
    conditional distribution
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    copula
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    regular variation
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    tail index
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    vine
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