A general approach to full-range tail dependence copulas (Q1681085): Difference between revisions

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A general approach to full-range tail dependence copulas
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    A general approach to full-range tail dependence copulas (English)
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    23 November 2017
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    scale mixtures
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    regularly varying
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    Pareto distribution
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    fast computational speed
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    asymptotic dependence
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    asymptotic independence
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