On the structure of exchangeable extreme-value copulas (Q2201562)
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scientific article
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| English | On the structure of exchangeable extreme-value copulas |
scientific article |
Statements
On the structure of exchangeable extreme-value copulas (English)
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29 September 2020
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conditionally iid
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exchangeability
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extendibility
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extreme-value copula
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stable tail dependence function
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0.797420859336853
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0.7915355563163757
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0.7905071973800659
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0.7764524817466736
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