Asymptotic property of tail dependence coefficient for Copula function and its application

QIN Xue-zhi;WANG Yue

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (2) : 193-204.

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (2) : 193-204. DOI: 10.12011/1000-6788(2011)2-193
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Asymptotic property of tail dependence coefficient for Copula function and its application

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(2): 193-204 https://doi.org/10.12011/1000-6788(2011)2-193

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