| Autor: |
Ressel Paul |
| Jazyk: |
angličtina |
| Rok vydání: |
2022 |
| Předmět: |
|
| Zdroj: |
Dependence Modeling, Vol 10, Iss 1, Pp 225-235 (2022) |
| Druh dokumentu: |
article |
| ISSN: |
2300-2298 |
| DOI: |
10.1515/demo-2022-0114 |
| Popis: |
We prove some important properties of the extremal coefficients of a stable tail dependence function (“STDF”) and characterise logistic and some related STDFs. The well known sufficient conditions for composebility of logistic STDFs are shown to be also necessary. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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