Relations between the spectral measures and dependence of MEV distributions (Q2340038)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relations between the spectral measures and dependence of MEV distributions |
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Relations between the spectral measures and dependence of MEV distributions (English)
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15 April 2015
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multivariate extreme value distribution
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multivariate extreme value copula
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spectral measures
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simplexconvex order
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supermodular order
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convex transfer
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