مرکز منطقه ای اطلاع رساني علوم و فناوري - On the extremal dependence coefficient of multivariate distributions

Title of article :

On the extremal dependence coefficient of multivariate distributions

Author/Authors :

Gabriel Frahm، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2006

Pages :

From page :

1470

To page :

1481

Keywords :

Copula , Asymptotic dependence , Elliptical distribution , Extremal dependence , Tail index , Tail dependence coefficient

Journal title :

Statistics and Probability Letters

Serial Year :

2006

Journal title :

Statistics and Probability Letters

Record number :

140793

Link To Document :