Independence results for multivariate tail dependence coefficients
DOI10.1016/J.FSS.2015.04.013zbMATH Open1404.62053OpenAlexW2233609023MaRDI QIDQ1699339FDOQ1699339
Authors: Juan Fernández-Sánchez, Roger B. Nelsen, José Juan Quesada-Molina, Manuel Úbeda-Flores 
Publication date: 19 February 2018
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2015.04.013
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Cited In (6)
- Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
- Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
- A generalization of Archimedean and Marshall-Olkin copulas family
- On tail dependence coefficients of transformed multivariate Archimedean copulas
- On a generalization of Archimedean copula family
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence
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