Multivariate extreme value copulas with factor and tree dependence structures (Q1744180)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate extreme value copulas with factor and tree dependence structures |
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Multivariate extreme value copulas with factor and tree dependence structures (English)
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16 April 2018
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extreme value limit
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Gaussian quadrature
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Hüsler-Reiss distribution
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parsimonious dependence
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vine graphical model
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