Tail order and intermediate tail dependence of multivariate copulas (Q634561)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail order and intermediate tail dependence of multivariate copulas |
scientific article |
Statements
Tail order and intermediate tail dependence of multivariate copulas (English)
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16 August 2011
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Archimedean copula
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Laplace transform
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max-infinitely divisible
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maximal moment
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reflection symmetry
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regular variation
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tail asymmetry
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