Quantile dependence: a generalization of upper and lower tail dependence (Q6905708)
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scientific article; zbMATH DE number 8115938
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| English | Quantile dependence: a generalization of upper and lower tail dependence |
scientific article; zbMATH DE number 8115938 |
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Quantile dependence: a generalization of upper and lower tail dependence (English)
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6 November 2025
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copula
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local dependence
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quantile dependence
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tail dependence coefficient
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tail dependence function
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