Asymptotic tail dependence of the normal copula

MaRDI QIDQ2935587zbMATHFDO

Authors Hiroki Kondo, Shingo Saito, Setsuo Taniguchi

Publication date 30 December 2014

zbMATH Keywords

copulatail dependencenormal copula

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Recommendations

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(5)

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