On the residual dependence index of elliptical distributions (Q979196)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the residual dependence index of elliptical distributions
scientific article

    Statements

    On the residual dependence index of elliptical distributions (English)
    0 references
    0 references
    25 June 2010
    0 references
    partial residual dependence index
    0 references
    Gumbel max-domain of attraction
    0 references
    Weibull-tail distribution
    0 references
    elliptical distribution
    0 references
    quadratic programming problem
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references