Invariant dependence structures and Archimedean copulas (Q645464): Difference between revisions

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Revision as of 02:06, 20 March 2024

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Invariant dependence structures and Archimedean copulas
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    Invariant dependence structures and Archimedean copulas (English)
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    15 November 2011
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    Clayton model
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    tail dependence
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