A directory of coefficients of tail dependence
From MaRDI portal
Publication:5954058
DOI10.1023/A:1011459127975zbMath0979.62040OpenAlexW1580846952MaRDI QIDQ5954058
Publication date: 30 January 2002
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1011459127975
asymptotic independencedependence measuresbivariate extreme value theorycopula representations of distributions
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