Linear factor copula models and their properties (Q4646954)
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scientific article; zbMATH DE number 6997250
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Linear factor copula models and their properties |
scientific article; zbMATH DE number 6997250 |
Statements
Linear factor copula models and their properties (English)
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3 January 2019
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copula
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extreme-value copula
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heavy tails
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linear factor structure
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tail asymmetry
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0.8511021137237549
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0.8404256105422974
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0.8205857872962952
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0.8012290596961975
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0.7947708368301392
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