Tails of multivariate Archimedean copulas (Q1021851)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tails of multivariate Archimedean copulas |
scientific article |
Statements
Tails of multivariate Archimedean copulas (English)
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9 June 2009
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Archimedean copula
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asymptotic independence
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Clayton copula
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coefficient of tail dependence
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complete monotonicity
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domain of attraction
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extreme value distribution
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frailty model
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regular variation
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survival copula
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tail dependence copula
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