Tail dependence for elliptically contoured distributions
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Publication:1397061
DOI10.1007/s001860200191zbMath1015.62052OpenAlexW2056664349MaRDI QIDQ1397061
Publication date: 16 July 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860200191
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
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