Tail dependence for skew Laplace distribution and skew Cauchy distribution (Q2817151)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence for skew Laplace distribution and skew Cauchy distribution |
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Tail dependence for skew Laplace distribution and skew Cauchy distribution (English)
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29 August 2016
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asymptotic tail dependence
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copula
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generalized asymmetric Laplace distribution
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skew Cauchy distribution
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variance-mean mixture
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