statsmodels.distributions.copula.api.GaussianCopula.dependence_tail¶ GaussianCopula.dependence_tail(corr=None)[source]¶ Bivariate tail dependence parameter. Joe (2014) p. 182 Parameters:¶ corranyTail dependence for Gaussian copulas is always zero. Argument will be ignored Returns:¶ Lower and upper tail dependence coefficients of the copula with given Pearson correlation coefficient. Last update: Oct 03, 2024