Asymptotic tail dependence of the normal copula (Q2935587)
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scientific article; zbMATH DE number 6382911
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotic tail dependence of the normal copula |
scientific article; zbMATH DE number 6382911 |
Statements
30 December 2014
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copula
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normal copula
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tail dependence
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0.8102548718452454
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0.7932369709014893
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0.7930386066436768
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0.7926465272903442
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0.7858098745346069
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