On tail dependence for three-parameter Grubbs' copula (Q2027911)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tail dependence for three-parameter Grubbs' copula |
scientific article |
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On tail dependence for three-parameter Grubbs' copula (English)
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28 May 2021
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copula
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tail dependence
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upper-left and lower-right tail dependencies coefficients
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joint distribution function of studentized minimum and maximum
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normal distribution
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outlier
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