Multivariate directional tail-weighted dependence measures
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Publication:6596170
DOI10.1016/J.JMVA.2024.105319MaRDI QIDQ6596170FDOQ6596170
Authors: Xiaoting Li, Harry Joe 
Publication date: 2 September 2024
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)
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- Tail-weighted measures of dependence
- Structured factor copula models: theory, inference and computation
- Estimation of multivariate tail quantities
- Tail-weighted dependence measures with limit being the tail dependence coefficient
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