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scientific article
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scientific article

    Statements

    author
    Pranesh Kumar
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    publication date
    21 June 2010
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    zbMATH Keywords
    dependence measure
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    tail dependence
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    copulas
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    distribution function
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    simulation
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    Identifiers

    Mathematics Subject Classification ID
    62H20
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    62H05
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    62H12
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    62G32
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    zbMATH DE Number
    5723869
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