\(d\)-dimensional dependence functions and Archimax copulas (Q2445563)

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\(d\)-dimensional dependence functions and Archimax copulas
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    \(d\)-dimensional dependence functions and Archimax copulas (English)
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    14 April 2014
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    copula
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    extreme value copula
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    Archimedean copula
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    Archimax copula
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    tail dependence function
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    Pickands dependence function
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