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"A geometric investigation into the tail dependence of vine copulas."

Emma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn (2021)

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DOI: 10.1016/J.JMVA.2021.104736

access: closed

type: Journal Article

metadata version: 2021-07-29

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Emma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn:
A geometric investigation into the tail dependence of vine copulas. J. Multivar. Anal. 184: 104736 (2021)

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