Tail dependence of the Gaussian copula revisited (Q343977)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence of the Gaussian copula revisited |
scientific article |
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Tail dependence of the Gaussian copula revisited (English)
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21 November 2016
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diagonal
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Gaussian copula
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maximal tail dependence
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tail independence
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index of tail dependence
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