Tail order and intermediate tail dependence of multivariate copulas

DOI10.1016/j.jmva.2011.05.011zbMath1221.62079OpenAlexW2129995017MaRDI QIDQ634561

Lei Hua, Joe, Harry

Publication date: 16 August 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.05.011

zbMATH Keywords

Laplace transformregular variationreflection symmetryArchimedean copulatail asymmetrymax-infinitely divisiblemaximal moment

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)

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