Comparing and Quantifying Tail Dependence
Year of publication: |
2022
|
---|---|
Authors: | Siburg, Karl Friedrich ; Strothmann, Christopher ; Weiß, Gregor |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Vergleich | Comparison | Ausreißer | Outliers |
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