On the residual dependence index of elliptical distributions (Q979196)
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scientific article
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| English | On the residual dependence index of elliptical distributions |
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Statements
On the residual dependence index of elliptical distributions (English)
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25 June 2010
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partial residual dependence index
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Gumbel max-domain of attraction
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Weibull-tail distribution
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elliptical distribution
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quadratic programming problem
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0.8123087882995605
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0.8015011548995972
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0.7930761575698853
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0.7890176177024841
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0.7868147492408752
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