Tail-weighted measures of dependence (Q5130181)
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scientific article; zbMATH DE number 7269573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail-weighted measures of dependence |
scientific article; zbMATH DE number 7269573 |
Statements
Tail-weighted measures of dependence (English)
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4 November 2020
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copula
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dependence measure
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factor model
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intermediate tail dependence
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tail asymmetry
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tail dependence
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