Existence and explicit tail-copula characterizations are established for paths of maximal tail dependence when the copula has a non-degenerate tail copula.
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2 Pith papers cite this work. Polarity classification is still indexing.
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2026 2representative citing papers
A copula density transformation result is proved for the multivariate stochastic inverse of regular udp transformations under general conditional dependence of the randomizer variables.
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Tail copula representation of path-based maximal tail dependence
Existence and explicit tail-copula characterizations are established for paths of maximal tail dependence when the copula has a non-degenerate tail copula.
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Stochastic Inversion of Multivariate Uniform-Distribution-Preserving Transformations
A copula density transformation result is proved for the multivariate stochastic inverse of regular udp transformations under general conditional dependence of the randomizer variables.