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)

zbMATH Keywords

copulalocal dependencetail dependence coefficienttail dependence functionquantile dependence

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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