statsmodels.distributions.copula.api.StudentTCopula.dependence_tail¶ StudentTCopula.dependence_tail(corr=None)[source]¶ Bivariate tail dependence parameter. Joe (2014) p. 182 Parameters corrNone or floatPearson 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.