On the extremal dependence coefficient of multivariate distributions (Q2497808)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the extremal dependence coefficient of multivariate distributions |
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On the extremal dependence coefficient of multivariate distributions (English)
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4 August 2006
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asymptotic dependence
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copula
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elliptical distribution
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extremal dependence
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tail dependence coefficient
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tail index
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