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Revision as of 22:46, 9 February 2024

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Tail densities of skew-elliptical distributions
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    Tail densities of skew-elliptical distributions (English)
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    27 May 2019
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    copula
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    higher-order tail density
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    max-domain of attraction of the Gumbel distribution
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    regular variation
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    tail dependence
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    tail order
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