Tails of correlation mixtures of elliptical copulas (Q2276214)
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scientific article; zbMATH DE number 5934635
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| English | Tails of correlation mixtures of elliptical copulas |
scientific article; zbMATH DE number 5934635 |
Statements
Tails of correlation mixtures of elliptical copulas (English)
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1 August 2011
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penultimate tail dependence
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stochastic correlations
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\(t\)-copulas
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0.8414005637168884
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0.8009396195411682
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0.7999556064605713
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0.7867850065231323
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0.7799437046051025
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