Quantile dependence: a generalization of upper and lower tail dependence

DOI10.1016/J.FSS.2024.109165MaRDI QIDQ6905708zbMATH OpenFDO

Authors Ali Dastbaravarde, Ali Dolati

Publication date 6 November 2025

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.FSS.2024.109165

zbMATH Keywords

copulalocal dependencequantile dependencetail dependence coefficienttail dependence function

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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