Copula-based conditional tail indices (Q6200942): Difference between revisions
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scientific article; zbMATH DE number 7823265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula-based conditional tail indices |
scientific article; zbMATH DE number 7823265 |
Statements
Copula-based conditional tail indices (English)
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25 March 2024
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conditional distribution
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copula
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regular variation
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tail index
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vine
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