Invariant dependence structure under univariate truncation: the high-dimensional case (Q2863089)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant dependence structure under univariate truncation: the high-dimensional case |
scientific article |
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Invariant dependence structure under univariate truncation: the high-dimensional case (English)
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21 November 2013
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copula
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threshold copula
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univariate conditioning
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truncation of the first variable
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invariant copula
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