On tail dependence coefficients of transformed multivariate Archimedean copulas.
Elena Di BernardinoDidier RullièrePublished in: Fuzzy Sets Syst. (2016)
Keyphrases
- dependence structure
- marginal distributions
- wavelet coefficients
- linear combination
- higher order statistics
- joint distribution
- probability distribution
- basis functions
- probabilistic graphical models
- markov networks
- power law
- extreme value theory
- dea models
- random variables
- wavelet packet
- subband
- image compression
- random fields
- maximum likelihood