Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049)

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Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions
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    Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (English)
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    2 February 2010
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    tail dependence
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    heavy tail
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    multivariate regular variation
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    copula
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    hazard rate ordering
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    multivariate elliptical distribution
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