Tail dependence for multivariate copulas and its monotonicity (Q998294)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence for multivariate copulas and its monotonicity |
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Statements
Tail dependence for multivariate copulas and its monotonicity (English)
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28 January 2009
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tail dependence
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copula
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multivariate \(t\)-distribution
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inverse gamma distribution
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regularly varying distribution
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orthant dependence
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