Independence results for multivariate tail dependence coefficients (Q1699339)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Independence results for multivariate tail dependence coefficients
scientific article

    Statements

    Independence results for multivariate tail dependence coefficients (English)
    0 references
    19 February 2018
    0 references
    0 references
    Archimedean copula
    0 references
    copula
    0 references
    extremal dependence
    0 references
    tail dependence
    0 references
    0 references