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Toward a Copula Theory for Multivariate Regular Variation - MaRDI portal

Toward a Copula Theory for Multivariate Regular Variation (Q2849531)

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Toward a Copula Theory for Multivariate Regular Variation
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    Toward a Copula Theory for Multivariate Regular Variation (English)
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    20 September 2013
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    joint tail probabilities
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    heavy-tail phenomena
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    measure-theoretic copula theory
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    intensity measure
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