A general approach to full-range tail dependence copulas (Q1681085): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general approach to full-range tail dependence copulas |
scientific article |
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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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