Elliptical copulas: Applicability and limitations. (Q1423181)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elliptical copulas: Applicability and limitations. |
scientific article |
Statements
Elliptical copulas: Applicability and limitations. (English)
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14 February 2004
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Copula
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Elliptical distribution
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Kendall's tau
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Students's \(t\)-distribution
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Sub-Gaussian alpha-stable distribution
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Tail dependence
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