Tails of correlation mixtures of elliptical copulas (Q2276214)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tails of correlation mixtures of elliptical copulas |
scientific article |
Statements
Tails of correlation mixtures of elliptical copulas (English)
0 references
1 August 2011
0 references
penultimate tail dependence
0 references
stochastic correlations
0 references
\(t\)-copulas
0 references