Characterization of multivariate heavy-tailed distribution families via copula (Q765839)

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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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