Characterization of multivariate heavy-tailed distribution families via copula (Q765839)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Characterization of multivariate heavy-tailed distribution families via copula |
scientific article; zbMATH DE number 6017572
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Characterization of multivariate heavy-tailed distribution families via copula |
scientific article; zbMATH DE number 6017572 |
Statements
Characterization of multivariate heavy-tailed distribution families via copula (English)
0 references
22 March 2012
0 references
multivariate regular variation
0 references
tail dependence function
0 references
multivariate subexponential distributions
0 references
multivariate long-tailed distributions
0 references
0 references
0 references
0.8517698049545288
0 references
0.8187897801399231
0 references
0.7892085313796997
0 references
0.7806243896484375
0 references
0.777994692325592
0 references
