A note on upper tail behavior of Liouville copulas
Year of publication: |
December 2016
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Authors: | Hua, Lei |
Subject: | tail order | tail order functions | tail order density | dirichlet distributions | scale mixtures | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Ausreißer | Outliers |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks4040040 [DOI] hdl:10419/167897 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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