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  • Search: subject:"Tail order"
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Subject
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dirichlet distributions 2 scale mixtures 2 tail order 2 tail order density 2 tail order functions 2 Ausreißer 1 Estimation theory 1 Multivariate Verteilung 1 Multivariate distribution 1 Outliers 1 Probability theory 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Wahrscheinlichkeitsrechnung 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Hua, Lei 2
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Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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A note on upper tail behavior of Liouville copulas
Hua, Lei - In: Risks 4 (2016) 4, pp. 1-10
general scale mixture model that covers Liouville distributions is first derived, and then tail order functions and tail order …
Persistent link: https://www.econbiz.de/10011709568
Saved in:
Cover Image
A note on upper tail behavior of Liouville copulas
Hua, Lei - In: Risks : open access journal 4 (2016) 4, pp. 1-10
general scale mixture model that covers Liouville distributions is first derived, and then tail order functions and tail order …
Persistent link: https://www.econbiz.de/10011556499
Saved in:
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