Invariant dependence structure under univariate truncation (Q2892899)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant dependence structure under univariate truncation |
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Invariant dependence structure under univariate truncation (English)
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25 June 2012
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Clayton model
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copulas
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treshold copulas
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univariate conditioning
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tail dependance
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