Tail order and intermediate tail dependence of multivariate copulas (Q634561)
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scientific article; zbMATH DE number 5939239
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| English | Tail order and intermediate tail dependence of multivariate copulas |
scientific article; zbMATH DE number 5939239 |
Statements
Tail order and intermediate tail dependence of multivariate copulas (English)
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16 August 2011
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Archimedean copula
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Laplace transform
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max-infinitely divisible
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maximal moment
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reflection symmetry
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regular variation
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tail asymmetry
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0.8274494409561157
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0.8274494409561157
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0.8049818277359009
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0.80399489402771
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0.796256959438324
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