Copula structure analysis based on extreme dependence (Q1747434)
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scientific article; zbMATH DE number 6866808
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| English | Copula structure analysis based on extreme dependence |
scientific article; zbMATH DE number 6866808 |
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Copula structure analysis based on extreme dependence (English)
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8 May 2018
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extreme value statistics
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elliptical copula
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factor analysis
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Kendall's tau
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multivariate statistics
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risk analysis
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structure analysis
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tail dependence function
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