1. 

   vidhya36 Very Active Member

   Is there any back of the envelope calculation I can do to determine tail dependence for copulas if I know the generator function?
   eg For Gumbel copula, only upper tail dependence and no lower; for Clayton, potential lower tail dependence but no upper tail dependence

    

   vidhya36, Aug 27, 2023

   #1
2. 

   vidhya36 Very Active Member

   I figured myself. Ignore me. Thanks

    

   vidhya36, Sep 4, 2023

   #2

   David Wilmot likes this.
3. 

   David Wilmot ActEd Tutor Staff Member

   

    

   David Wilmot, Sep 7, 2023

   #3

Your name or email address:

Do you already have an account?

• No, create an account now.
• Yes, my password is:
• Forgot your password?

Stay logged in