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Extremal dependence of copulas: A tail density approach.

Haijun LiPeiling Wu
Published in: J. Multivar. Anal. (2013)
Keyphrases
  • dependence structure
  • graph theory
  • marginal distributions
  • genetic algorithm
  • aggregation functions
  • expert systems
  • power law
  • extreme value theory
  • data sets
  • multiscale
  • feature space
  • density function
  • low density