Semi-parametric models for the multivariate tail dependence function -- the asymptotically dependent case (Q3552944)
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scientific article; zbMATH DE number 5697595
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| English | Semi-parametric models for the multivariate tail dependence function -- the asymptotically dependent case |
scientific article; zbMATH DE number 5697595 |
Statements
Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (English)
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22 April 2010
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elliptical copula
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tail index
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Kendall's correlation
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0.8329682350158691
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0.826309859752655
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0.8169023990631104
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0.8049964904785156
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0.8043724894523621
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