Tail order and intermediate tail dependence of multivariate copulas
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Year
: 2011DOI: 10.1016/j.jmva.2011.05.011
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Tail order and intermediate tail dependence of multivariate copulas
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| contributor author | Lei Hua | |
| contributor author | Harry Joe | |
| date accessioned | 2020-03-10T19:47:32Z | |
| date available | 2020-03-10T19:47:32Z | |
| date issued | 2011 | |
| identifier other | 7jFH4VXZ5ugZAi11o29TYL_P0F_eyn_yyVkVSE4RMv3lmxHUe1.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/281396?locale-attribute=en | |
| format | general | |
| language | English | |
| publisher | Elsevier Science | |
| title | Tail order and intermediate tail dependence of multivariate copulas | |
| type | Journal Paper | |
| contenttype | Fulltext | |
| contenttype | Fulltext | |
| identifier padid | 1762161 | |
| identifier doi | 10.1016/j.jmva.2011.05.011 | |
| journal title | Journal of Multivariate Analysis | |
| coverage | Academic | |
| pages | 1454-1471 | |
| journal volume | 102 | |
| journal issue | 10 | |
| filesize | 341893 | |
| citations | 4 |