Toward a Copula Theory for Multivariate Regular Variation
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Publication:2849531
DOI10.1007/978-3-642-35407-6_9zbMath1273.62116OpenAlexW2170276199MaRDI QIDQ2849531
Publication date: 20 September 2013
Published in: Copulae in Mathematical and Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-35407-6_9
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
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Uses Software
Cites Work
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