Conditional quantiles and tail dependence (Q2350042): Difference between revisions
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Revision as of 23:30, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional quantiles and tail dependence |
scientific article |
Statements
Conditional quantiles and tail dependence (English)
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18 June 2015
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intermediate tail dependence
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quantile regression
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copula
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linear conditional quantiles
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systemic risk
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