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Generalizing convergence path for extreme tail dependence copulas |
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| รหัสดีโอไอ | |
| Title | Generalizing convergence path for extreme tail dependence copulas |
| Creator | Khajohnsak Bamrungsinman |
| Contributor | Songkiat Sumetkijakan, Nattakarn Chaidee |
| Publisher | Chulalongkorn University |
| Publication Year | 2556 |
| Keyword | Copulas (Mathematical statistics), คอปูลา (คณิตศาสตร์สถิติ) |
| Abstract | We study the convergence of extreme tail dependence copulas relative to a strict Archimedean copula where tails are arbitrary rectangles with corner converging to. Moreover, we also construct extreme tail dependence copulas relative to a non-strict Archimedean copula and study an example to observe its convergence behavior. |
| URL Website | cuir.car.chula.ac.th |
