On tail dependence for Grubbs' copula-function (Q269085)
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scientific article; zbMATH DE number 6569960
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| English | On tail dependence for Grubbs' copula-function |
scientific article; zbMATH DE number 6569960 |
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On tail dependence for Grubbs' copula-function (English)
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18 April 2016
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copula-function
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tail dependence
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upper-left and lower-right tail dependencies coefficients
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symmetric copula
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joint distribution function of standardized maximum and minimum
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normal distribution
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0.9241701364517212
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0.901356041431427
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0.8811306953430176
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0.7646177411079407
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0.7551977634429932
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