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How to Deal with Tail Dependence of Mixture Copula with an Extreme Weight

Sundusit Saekow, Phisanu Chiawkhun, Woraphon Yamaka, Nawapon Nakharutai, Parkpoom Phetpradap

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Sundusit Saekow, Phisanu Chiawkhun, Woraphon Yamaka, Nawapon Nakharutai, Parkpoom Phetpradap
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Sundusit Saekow

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Journal
Studies in Systems Decision and Control
Published Date
01 Jan 2024
DOI
10.1007/978-3-031-67770-0_43
ISSN
2198-4182
Scopus EID
2-s2.0-85210168556
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