Strength of tail dependence based on conditional tail expectation (Q391924)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strength of tail dependence based on conditional tail expectation |
scientific article |
Statements
Strength of tail dependence based on conditional tail expectation (English)
0 references
13 January 2014
0 references
tail order
0 references
intermediate tail dependence
0 references
tail quadrant independence
0 references
stochastic increasing
0 references
tail behavior
0 references
copulas
0 references
boundary conditional distributions
0 references
maximum domain of attraction
0 references
0 references
0 references
0 references
0 references
