statsmodels.distributions.copula.api.StudentTCopula.dependence_tail¶
- StudentTCopula.dependence_tail(corr=None)[source]¶
Bivariate tail dependence parameter.
Joe (2014) p. 182
- Parameters:
corr (None or float) – Pearson correlation. If corr is None, then the correlation will be taken from the copula attribute.
- Returns:
Lower and upper tail dependence coefficients of the copula with given
Pearson correlation coefficient.
