\(t\)-copula from the viewpoint of tail dependence matrices
DOI10.1016/j.jmva.2022.105027zbMath1493.62361OpenAlexW4281261156WikidataQ113870426 ScholiaQ113870426MaRDI QIDQ2146466
Siyang Tao, Nariankadu D. Shyamalkumar
Publication date: 16 June 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105027
Measures of association (correlation, canonical correlation, etc.) (62H20) Extreme value theory; extremal stochastic processes (60G70) Computational methods for problems pertaining to probability theory (60-08) Combinatorial properties of polytopes and polyhedra (number of faces, shortest paths, etc.) (52B05) Software, source code, etc. for problems pertaining to combinatorics (05-04)
Uses Software
Cites Work
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