Copula-based conditional tail indices (Q6200942): Difference between revisions

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Latest revision as of 17:22, 28 August 2024

scientific article; zbMATH DE number 7823265
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English
Copula-based conditional tail indices
scientific article; zbMATH DE number 7823265

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    Copula-based conditional tail indices (English)
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    25 March 2024
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    conditional distribution
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    copula
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    regular variation
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    tail index
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    vine
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