A Markov product for tail dependence functions (Q1998722)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Markov product for tail dependence functions |
scientific article |
Statements
A Markov product for tail dependence functions (English)
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8 March 2021
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copula
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tail dependence
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Markov product
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Markov operator
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substochastic operator
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0.776406466960907
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0.7725239992141724
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0.7676768898963928
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0.7597997784614563
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0.7467940449714661
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