Extremal behavior of Archimedean copulas (Q2996576)
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scientific article; zbMATH DE number 5883120
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extremal behavior of Archimedean copulas |
scientific article; zbMATH DE number 5883120 |
Statements
Extremal behavior of Archimedean copulas (English)
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3 May 2011
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domain of attraction
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extreme value copula
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\(\ell_1\)-norm symmetric distribution
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regular variation
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simplex distribution
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tail dependence
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threshold copula
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Williamson transform
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0.8363441228866577
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0.8363441228866577
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0.8242384195327759
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0.8227216005325317
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0.8082091212272644
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