A general approach to full-range tail dependence copulas (Q1681085)

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A general approach to full-range tail dependence copulas
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    title
    A general approach to full-range tail dependence copulas (English)
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    author
    Jianxi Su
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    Lei Hua
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    publication date
    23 November 2017
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    zbMATH Keywords
    scale mixtures
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    regularly varying
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    Pareto distribution
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    fast computational speed
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    asymptotic dependence
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    asymptotic independence
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    describes a project that uses
    CDVine
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    QRM
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    cites work
    Q4726487
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    Q5525727
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    Q3860550
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    Q4343010
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    Sibuya copulas
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    Q2866027
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    Q4382161
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    Q2915817
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    Q3539655
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    Q5253267
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    Stochastic orders
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    Q3281461
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62P05
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    62G32
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    zbMATH DE Number
    6811596
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    OpenAlex ID
    W2751745463
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