Copula structure analysis based on extreme dependence (Q1747434)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula structure analysis based on extreme dependence |
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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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