Asymptotic results for conditional measures of association of a random sum (Q2260940)
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English | Asymptotic results for conditional measures of association of a random sum |
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Asymptotic results for conditional measures of association of a random sum (English)
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13 March 2015
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extreme value theory
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long-tailed distribution
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Gumbel tail
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Kendall's tau
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order statistics
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Pearson product-moment correlation coefficient
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regular variation
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Spearman's rho
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