On the residual dependence index of elliptical distributions (Q979196)

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On the residual dependence index of elliptical distributions
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    On the residual dependence index of elliptical distributions (English)
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    25 June 2010
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    partial residual dependence index
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    Gumbel max-domain of attraction
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    Weibull-tail distribution
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    elliptical distribution
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    quadratic programming problem
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