The bivariate normal copula function is regularly varying (Q643238)
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scientific article; zbMATH DE number 5965247
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| English | The bivariate normal copula function is regularly varying |
scientific article; zbMATH DE number 5965247 |
Statements
The bivariate normal copula function is regularly varying (English)
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28 October 2011
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inverse functions
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asymptotic tail dependence
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0.8023473024368286
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0.7972233891487122
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0.7953039407730103
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0.793220579624176
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0.7930386066436768
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