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Tail dependence functions and vine copulas.

Harry JoeHaijun LiAristidis K. Nikoloulopoulos
Published in: J. Multivar. Anal. (2010)
Keyphrases
  • aggregation functions
  • dependence structure
  • data sets
  • computer vision
  • real time
  • information systems
  • image processing
  • lower bound
  • convex functions
  • probabilistic graphical models
  • extreme value theory