Conditional normal extreme-value copulas (Q2231306)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7403100
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Conditional normal extreme-value copulas |
scientific article; zbMATH DE number 7403100 |
Statements
Conditional normal extreme-value copulas (English)
0 references
29 September 2021
0 references
factor copula
0 references
residual dependence
0 references
spatial dependence
0 references
tail asymmetry
0 references
tail dependence
0 references
0 references
0 references
0.8206937909126282
0 references
0.7990986704826355
0 references
0.7947708368301392
0 references
0.7812618017196655
0 references
0.7783021926879883
0 references
