Measures of tail asymmetry for bivariate copulas

DOI10.1007/s00362-012-0457-yzbMath1307.62157OpenAlexW2000183763MaRDI QIDQ2392710

J. F. Rosco, Joe, Harry

Publication date: 2 August 2013

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0457-y

zbMATH Keywords

quantilestail dependencesurvival copulaunivariate skewness

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

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