Conditional tail independence in Archimedean copula models (Q5235056)
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scientific article; zbMATH DE number 7114089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional tail independence in Archimedean copula models |
scientific article; zbMATH DE number 7114089 |
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Conditional tail independence in Archimedean copula models (English)
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7 October 2019
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Archimedean copula
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conditional distribution
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asymptotic tail independence
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domain of attraction
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extreme value distribution
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archimax copula
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\(D\)-norm
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