Modelling total tail dependence along diagonals (Q939329)
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scientific article; zbMATH DE number 5315263
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling total tail dependence along diagonals |
scientific article; zbMATH DE number 5315263 |
Statements
Modelling total tail dependence along diagonals (English)
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22 August 2008
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copula
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dependence structure
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model mixture
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quantitative risk
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total tail dependence
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0.7499426007270813
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0.7498691082000732
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0.7472442388534546
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0.7458769679069519
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