A geometric investigation into the tail dependence of vine copulas (Q2034451): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A geometric investigation into the tail dependence of vine copulas |
scientific article |
Statements
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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