Permutation test of tail dependence (Q6580623)
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scientific article; zbMATH DE number 7888840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Permutation test of tail dependence |
scientific article; zbMATH DE number 7888840 |
Statements
Permutation test of tail dependence (English)
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29 July 2024
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permutation test
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tail independence
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asymptotic independence
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near independence
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tail dependence coefficient
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extreme value analysis
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