Lei Hua, Harry Joe. Tail order and intermediate tail dependence of multivariate copulas. J. Multivariate Analysis, 102(10):1454-1471, 2011. [doi]
@article{HuaJ11,
title = {Tail order and intermediate tail dependence of multivariate copulas},
author = {Lei Hua and Harry Joe},
year = {2011},
doi = {10.1016/j.jmva.2011.05.011},
url = {http://dx.doi.org/10.1016/j.jmva.2011.05.011},
researchr = {https://researchr.org/publication/HuaJ11},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {102},
number = {10},
pages = {1454-1471},
}