Invariant dependence structure under univariate truncation (Q2892899): Difference between revisions

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Latest revision as of 10:02, 5 July 2024

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Invariant dependence structure under univariate truncation
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    Invariant dependence structure under univariate truncation (English)
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    25 June 2012
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    Clayton model
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    copulas
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    treshold copulas
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    univariate conditioning
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    tail dependance
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