On the worst and least possible asymptotic dependence (Q901291)
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: On the worst and least possible asymptotic dependence |
scientific article; zbMATH DE number 6524132
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the worst and least possible asymptotic dependence |
scientific article; zbMATH DE number 6524132 |
Statements
On the worst and least possible asymptotic dependence (English)
0 references
23 December 2015
0 references
asymptotic dependence/independence
0 references
extreme value theory
0 references
copula
0 references
Gumbel tail
0 references
regular variation
0 references
risk measure
0 references
0 references
0 references
0.7810473442077637
0 references
0.7627070546150208
0 references
0.7617051005363464
0 references
0.7592501044273376
0 references
0.7588571310043335
0 references
