Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (Q712533): Difference between revisions

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Latest revision as of 19:22, 5 July 2024

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Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
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    Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (English)
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    17 October 2012
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    multivariate stable distributions
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    tail dependence
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    principal directions
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