Operator tail dependence of copulas (Q1617333)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Operator tail dependence of copulas |
scientific article |
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Operator tail dependence of copulas (English)
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8 November 2018
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operator regular variation
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tail dependence
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extreme value analysis
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tail risk
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multivariate regularly varying distribution
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