Tail dependence for multivariate copulas and its monotonicity (Q998294)
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scientific article; zbMATH DE number 5499600
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tail dependence for multivariate copulas and its monotonicity |
scientific article; zbMATH DE number 5499600 |
Statements
Tail dependence for multivariate copulas and its monotonicity (English)
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28 January 2009
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tail dependence
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copula
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multivariate \(t\)-distribution
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inverse gamma distribution
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regularly varying distribution
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orthant dependence
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0.9073140621185304
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0.846253514289856
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0.8425459265708923
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0.8400691747665405
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0.8363389372825623
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