The t Copula and Related Copulas (Q3421330)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The t Copula and Related Copulas |
scientific article |
Statements
The t Copula and Related Copulas (English)
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12 February 2007
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copula
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multivariate \(t\)-distribution
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Kendall's rank correlation
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tail dependence
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multivariate extreme value theory
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Gumbel copula
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Clayton copula
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