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"Tail order and intermediate tail dependence of multivariate copulas."

Lei Hua, Harry Joe (2011)

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DOI: 10.1016/J.JMVA.2011.05.011

access: open

type: Journal Article

metadata version: 2021-02-17

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Lei Hua, Harry Joe:
Tail order and intermediate tail dependence of multivariate copulas. J. Multivar. Anal. 102(10): 1454-1471 (2011)

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