Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944)

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Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case
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    Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (English)
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    22 April 2010
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    elliptical copula
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    tail index
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    Kendall's correlation
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