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A new family of positive quadrant dependent bivariate distributions

โœ Scribed by C.D. Lai; M. Xie


Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
77 KB
Volume
46
Category
Article
ISSN
0167-7152

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The tail behaviour of many bivariate distributions with unit Frรƒ echet margins can be characterised by the coe cient of tail dependence and a slowly varying function. We show that such a characterisation is not always possible, and neither implies nor is implied by the fact that the distribution bel