Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622)
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scientific article; zbMATH DE number 6875384
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| default for all languages | No label defined |
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| English | Tail-weighted dependence measures with limit being the tail dependence coefficient |
scientific article; zbMATH DE number 6875384 |
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Tail-weighted dependence measures with limit being the tail dependence coefficient (English)
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28 May 2018
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copula
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extremal coefficient
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monotone dependence
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tail order
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tail-weighted dependence
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0.8411723971366882
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0.8168672919273376
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0.798679769039154
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0.798679769039154
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0.7985368967056274
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