Tail dependence coefficient of generalized hyperbolic distribution.

Mohalilou Aleiyouka Alexandre Berred Mohammad Ahsanullah

Published in: J. Stat. Theory Appl. (2017)

Keyphrases

power law
random variables
heavy tailed
spatial distribution
uniformly distributed
bayesian networks
dependence structure
real time
databases
social networks
high dimensional
multiresolution
data distribution
shape analysis