\(t\)-copula from the viewpoint of tail dependence matrices (Q2146466)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: \(t\)-copula from the viewpoint of tail dependence matrices |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(t\)-copula from the viewpoint of tail dependence matrices |
scientific article |
Statements
\(t\)-copula from the viewpoint of tail dependence matrices (English)
0 references
16 June 2022
0 references
copula
0 references
tail correlation
0 references
tail dependence coefficient
0 references
0 references
0 references
0 references
0 references
0 references
0 references
