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A geometric investigation into the tail dependence of vine copulas.

Emma S. SimpsonJennifer L. WadsworthJonathan A. Tawn
Published in: J. Multivar. Anal. (2021)
Keyphrases
  • dependence structure
  • real time
  • databases
  • power law
  • extreme value theory
  • data mining
  • information retrieval
  • e learning
  • geometric structure
  • literature review
  • geometric information
  • aggregation functions