Limiting Tail Dependence Copulas (Q3652792)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting Tail Dependence Copulas |
scientific article |
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Limiting Tail Dependence Copulas (English)
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16 December 2009
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Ahmadi-Clayton family
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extreme value theory
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invariant copulas under truncation
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multivariate copulas
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tail events modeling
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total limiting tail dependence copulas
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truncation-invariant copulas
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