lower tail dependency;

  1. Bill SD
    Thread

    Coefficients of Lower and Upper Tail dependencies (Copulas CS2 Chapter 12)

    Hi , Understand that the Coefficient of Lower and Upper Tail dependencies is a probability between 0 and 1 to reflect the degree of positive...
    Thread by: Bill SD, Aug 26, 2020, 1 replies, in forum: CS2
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