Measures of multivariate asymptotic dependence and their relation to spectral expansions (Q715491)

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Measures of multivariate asymptotic dependence and their relation to spectral expansions
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    Measures of multivariate asymptotic dependence and their relation to spectral expansions (English)
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    29 October 2012
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    asymptotic dependence structure
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    tail dependence parameter
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    residual dependence index
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    spectral expansion
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    Pickands dependence function
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