Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lower tail dependence for Archimedean copulas: characterizations and pitfalls |
scientific article |
Statements
Lower tail dependence for Archimedean copulas: characterizations and pitfalls (English)
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23 May 2007
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regular variation
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tail dependence
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de Haan class
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