Invariant dependence structures and Archimedean copulas (Q645464)
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scientific article; zbMATH DE number 5971823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant dependence structures and Archimedean copulas |
scientific article; zbMATH DE number 5971823 |
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Invariant dependence structures and Archimedean copulas (English)
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15 November 2011
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Clayton model
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tail dependence
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