Timeline for Why is Gaussian Copula's Tail Dependence Zero?

12 events

when toggle format	what		by	license	comment
Mar 5, 2019 at 22:05	comment	added	statsplease		@AlexMe Might be worth raising another question related to this.
Mar 5, 2019 at 13:55	comment	added	AlexMe		Thanks @StatsPlease, I'm just confused with how can one obtain the above mentioned sum as the partial derivative of the double integral (which is the form of the Gaussian copula).
Mar 5, 2019 at 13:21	comment	added	statsplease		@AlexMe because both random variables have lower tails
Mar 5, 2019 at 10:22	comment	added	AlexMe		I was wondering why in the partial derivative of the Gaussian copula there are two terms in the sum: $\lambda=\lim_{\,\,q\to 0^{+}} \text{Pr}(U_{2}\leq q\,\|\,U_{1}=q)+ \lim_{\,\,q\to 0^{+}} \text{Pr}(U_{1}\leq q\,\|\,U_{2}=q)$
Feb 23, 2017 at 23:16	vote	accept	NicTam
Nov 30, 2016 at 12:54	history	edited	statsplease	CC BY-SA 3.0	deleted 5 characters in body
Nov 17, 2016 at 23:53	history	edited	statsplease	CC BY-SA 3.0	deleted 184 characters in body
Nov 13, 2016 at 13:14	history	edited	statsplease	CC BY-SA 3.0	deleted 7 characters in body
Nov 13, 2016 at 12:29	history	edited	statsplease	CC BY-SA 3.0	added references
Nov 13, 2016 at 12:19	history	edited	statsplease	CC BY-SA 3.0	added 20 characters in body
Nov 13, 2016 at 6:53	history	edited	statsplease	CC BY-SA 3.0	added 1 character in body
Nov 13, 2016 at 6:48	history	answered	statsplease	CC BY-SA 3.0