Multivariate tail dependence and local stochastic dominance (Q6200941)
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scientific article; zbMATH DE number 7823264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate tail dependence and local stochastic dominance |
scientific article; zbMATH DE number 7823264 |
Statements
Multivariate tail dependence and local stochastic dominance (English)
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25 March 2024
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Archimedean copulas
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dependence modelling
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stochastic ordering
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tail dependence
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