Modelling total tail dependence along diagonals (Q939329)
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scientific article; zbMATH DE number 5315263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling total tail dependence along diagonals |
scientific article; zbMATH DE number 5315263 |
Statements
Modelling total tail dependence along diagonals (English)
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22 August 2008
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copula
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dependence structure
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model mixture
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quantitative risk
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total tail dependence
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