Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478): Difference between revisions

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Latest revision as of 18:55, 25 June 2024

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Lower tail dependence for Archimedean copulas: characterizations and pitfalls
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    Lower tail dependence for Archimedean copulas: characterizations and pitfalls (English)
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    23 May 2007
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    regular variation
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    tail dependence
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    de Haan class
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