Tail dependence functions and vine copulas (Q1041080)
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scientific article; zbMATH DE number 5639718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence functions and vine copulas |
scientific article; zbMATH DE number 5639718 |
Statements
Tail dependence functions and vine copulas (English)
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27 November 2009
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Archimedean copulas
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conditional tails
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D-vine
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C-vine
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extreme values
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