Elliptical copulas: Applicability and limitations. (Q1423181): Difference between revisions

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Latest revision as of 13:56, 6 June 2024

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Elliptical copulas: Applicability and limitations.
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    Elliptical copulas: Applicability and limitations. (English)
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    14 February 2004
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    Copula
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    Elliptical distribution
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    Kendall's tau
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    Students's \(t\)-distribution
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    Sub-Gaussian alpha-stable distribution
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    Tail dependence
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