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Latest revision as of 00:54, 4 July 2024

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Extremal behavior of Archimedean copulas
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    Extremal behavior of Archimedean copulas (English)
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    3 May 2011
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    domain of attraction
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    extreme value copula
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    \(\ell_1\)-norm symmetric distribution
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    regular variation
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    simplex distribution
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    tail dependence
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    threshold copula
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    Williamson transform
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