Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach (Q2223151)
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scientific article; zbMATH DE number 7302997
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| English | Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach |
scientific article; zbMATH DE number 7302997 |
Statements
Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach (English)
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28 January 2021
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regular variation
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maximum domain of attraction
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general tail dependence
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0.8013120889663696
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0.7892085313796997
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0.7781665325164795
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0.7777574062347412
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0.7634943127632141
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