Comparing and measuring intermediate tail dependence
arXiv:2610.35325v1 Announce Type: cross Abstract: The tail dependence function $\Lambda$ of a bivariate copula, and the tail dependence order based on it, cannot distinguish between copulas whose tail dependence coefficient vanishes; for all of them $\Lambda\equiv 0$. Such copulas, among them the Gaussian copulas with correlation $\rho
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