2007•Insurance Mathematics and EconomicsRequires access

Tail dependence for multivariate t -copulas and its monotonicity

Yin Chan, Haijun Li

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Key concepts: Multivariate statistics, Tail dependence, Monotonic function, Copula (linguistics), Multivariate normal distribution, Mathematics, Multivariate t-distribution, Multivariate stable distribution

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Tail dependence for multivariate t -copulas and its monotonicity — Research Paper | ScholarLens