Tail-weighted dependence measures with limit being the tail dependence coefficient

Keyphrases

• Tail Dependence Coefficient 100%
• Rank Transform 33%
• Kendall's Tau Rank Correlation 33%
• Limit Formula 33%
• Upper Tail Dependence Coefficient 33%
• Extremal Coefficient 33%
• Spearman Rank Correlation 33%
• Tail Inference 33%
• Probability Limits 33%
• Family of Estimators 33%
• Bivariate Extreme Value Copula 33%

Mathematics

• Bivariate 100%
• Copula 66%
• Extremal 33%
• Extreme Value 33%
• Asymptotic Property 33%
• Continuous Data 33%
• Spearman's Coefficient 33%