t-copula from the viewpoint of tail dependence matrices.

Nariankadu D. Shyamalkumar Siyang Tao

Published in: J. Multivar. Anal. (2022)

Keyphrases

viewpoint
dependence structure
singular value decomposition
d objects
semi parametric
illumination conditions
positive definite
lighting conditions
power law
heavy tailed
kronecker product
multiple views
monte carlo simulation
gaussian mixture
pairwise comparison