Characterization of multivariate heavy-tailed distribution families via copula (Q765839)
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English | Characterization of multivariate heavy-tailed distribution families via copula |
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Characterization of multivariate heavy-tailed distribution families via copula (English)
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22 March 2012
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multivariate regular variation
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tail dependence function
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multivariate subexponential distributions
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multivariate long-tailed distributions
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