A geometric investigation into the tail dependence of vine copulas (Q2034451)
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scientific article; zbMATH DE number 7361728
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A geometric investigation into the tail dependence of vine copulas |
scientific article; zbMATH DE number 7361728 |
Statements
A geometric investigation into the tail dependence of vine copulas (English)
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22 June 2021
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coefficient of tail dependence
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gauge function
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multivariate extremes
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vine copula
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0.8437613844871521
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0.7981215715408325
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0.7928189039230347
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0.7808812260627747
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0.7722229361534119
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