The Extremal Dependence Measure and Asymptotic Independence (Q3157856)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Extremal Dependence Measure and Asymptotic Independence |
scientific article |
Statements
The Extremal Dependence Measure and Asymptotic Independence (English)
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19 January 2005
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heavy tails
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Pareto tails
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multivariate regular variation
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