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Tail order and intermediate tail dependence of multivariate copulas

✍ Scribed by Lei Hua; Harry Joe

Book ID: 108185691
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 334 KB
Volume: 102
Category: Article
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2011.05.011

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In most situations, the dependence monotonicities of copulas are checked by problem-speciÿc approaches. Sometimes, it is impossible to check the monotonicities from the analytic forms of copulas. The purpose of this paper is to lay out some general results that can be used to identify dependence par