On the residual dependence index of elliptical distributions (Q979196)
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English | On the residual dependence index of elliptical distributions |
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On the residual dependence index of elliptical distributions (English)
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25 June 2010
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partial residual dependence index
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Gumbel max-domain of attraction
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Weibull-tail distribution
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elliptical distribution
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quadratic programming problem
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