A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014)
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scientific article; zbMATH DE number 5934946
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A generalized beta copula with applications in modeling multivariate long-tailed data |
scientific article; zbMATH DE number 5934946 |
Statements
A generalized beta copula with applications in modeling multivariate long-tailed data (English)
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2 August 2011
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copulas
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non-elliptical asymmetric dependence
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tail dependence
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long-tail regression
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additive model
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0.7966268658638
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0.7651529908180237
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0.7634693384170532
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0.7545818090438843
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0.7501251101493835
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