Tail order and intermediate tail dependence of multivariate copulas (Q634561)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail order and intermediate tail dependence of multivariate copulas |
scientific article |
Statements
Tail order and intermediate tail dependence of multivariate copulas (English)
0 references
16 August 2011
0 references
Archimedean copula
0 references
Laplace transform
0 references
max-infinitely divisible
0 references
maximal moment
0 references
reflection symmetry
0 references
regular variation
0 references
tail asymmetry
0 references
