A note on distortion effects on the strength of bivariate copula tail dependence (Q2216960)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on distortion effects on the strength of bivariate copula tail dependence |
scientific article |
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A note on distortion effects on the strength of bivariate copula tail dependence (English)
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18 December 2020
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copula
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distortion
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regular variation
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tail dependence coefficient
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tail order
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