On the tail behaviour of aggregated random variables (Q2079609)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the tail behaviour of aggregated random variables |
scientific article |
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On the tail behaviour of aggregated random variables (English)
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30 September 2022
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aggregation
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coefficient of asymptotic independence
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conditional extremes
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copula models
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extreme value theory
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generalised Pareto distribution
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