Higher order tail densities of copulas and hidden regular variation (Q2350044)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Higher order tail densities of copulas and hidden regular variation
scientific article

    Statements

    Higher order tail densities of copulas and hidden regular variation (English)
    0 references
    0 references
    0 references
    18 June 2015
    0 references
    multivariate regular variation
    0 references
    tail dependence
    0 references
    upper exponent function
    0 references
    tail order function
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers