Tail dependence from a distributional point of view (Q1880891)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence from a distributional point of view |
scientific article |
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Tail dependence from a distributional point of view (English)
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24 September 2004
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archimedean copula
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dependent risks
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extreme value theory
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regular variation
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tail dependence
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invariance properties
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