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A Directory of Coefficients of Tail Dependence
Home
Publications
A Directory of Coefficients of Tail Dependence
A Directory of Coefficients of Tail Dependence
JH
Janet E. Heffernan
Janet E. Heffernan
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1 January 2000
journal article
Published by
Springer Science and Business Media LLC
in
Extremes
Vol. 3
(3)
,
279-290
https://doi.org/10.1023/a:1011459127975
Abstract
No abstract available
Keywords
TAIL DEPENDENCE
COEFFICIENTS OF TAIL
BEHAVIOR
MODELS
ASYMPTOTIC
BIVARIATE
DEPENDENCE STRUCTURES
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