Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049)
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scientific article; zbMATH DE number 5665447
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| English | Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions |
scientific article; zbMATH DE number 5665447 |
Statements
Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (English)
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2 February 2010
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tail dependence
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heavy tail
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multivariate regular variation
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copula
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hazard rate ordering
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multivariate elliptical distribution
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0.9171989
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0.9078857
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0.8921608
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0.8898436
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0.8862175
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0.8853134
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