Limit Theorem for the Maximum of Random Variables Connected by IT-Copulas of Student's $t$-Distribution (Q2944451)

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Limit Theorem for the Maximum of Random Variables Connected by IT-Copulas of Student's $t$-Distribution
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    Limit Theorem for the Maximum of Random Variables Connected by IT-Copulas of Student's $t$-Distribution (English)
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    2 September 2015
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    copulas
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    independence transformation
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    conditional distribution
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    triangular array scheme
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    MAX-stable distribution
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