Toward a Copula Theory for Multivariate Regular Variation (Q2849531)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Toward a Copula Theory for Multivariate Regular Variation |
scientific article |
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Toward a Copula Theory for Multivariate Regular Variation (English)
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20 September 2013
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joint tail probabilities
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heavy-tail phenomena
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measure-theoretic copula theory
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intensity measure
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