Assessing bivariate tail non-exchangeable dependence (Q2273722)
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scientific article; zbMATH DE number 7109988
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Assessing bivariate tail non-exchangeable dependence |
scientific article; zbMATH DE number 7109988 |
Statements
Assessing bivariate tail non-exchangeable dependence (English)
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25 September 2019
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conditional tail expectation
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copula
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tail dependence
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tail behavior
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0.7807636857032776
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0.7618399858474731
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0.7571303248405457
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0.7559096813201904
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0.7383680939674377
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