| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 389311 | Fuzzy Sets and Systems | 2016 | 9 Pages |
Abstract
In this paper we study some properties of multivariate lower and upper tail dependence coefficients, and analyze the relationship between pairwise tail independence, mutual tail independence, and extremal independence.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Juan Fernández-Sánchez, Roger B. Nelsen, José Juan Quesada-Molina, Manuel Úbeda-Flores,