Tail dependence for elliptically contoured distributions.
Rafael SchmidtPublished in: Math. Methods Oper. Res. (2002)
Keyphrases
- heavy tailed
- power law
- dependence structure
- statistical dependence
- probability distribution
- databases
- marginal distributions
- heavy tailed distributions
- exponential distributions
- gaussian distribution
- random variables
- kullback leibler divergence
- kl divergence
- mutual information
- probabilistic model
- evolutionary algorithm
- machine learning