Measuring and testing tail equivalence

DOI10.1016/J.JMVA.2025.105460MaRDI QIDQ6946407zbMATH OpenFDO

Authors Takaaki Koike, Shogo Kato, Toshinao Yoshiba

Publication date 6 August 2025

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

tail dependencetail ordertail dependence coefficienttail equivalencemeasure of asymmetry

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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