A geometric investigation into the tail dependence of vine copulas (Q2034451): Difference between revisions

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Property / arXiv ID: 2012.09623 / rank
 
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Latest revision as of 00:41, 26 July 2024

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A geometric investigation into the tail dependence of vine copulas
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    A geometric investigation into the tail dependence of vine copulas (English)
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    22 June 2021
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    coefficient of tail dependence
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    gauge function
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    multivariate extremes
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    vine copula
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