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"Relations Between Hidden Regular Variation and the Tail Order of Copulas."

Lei Hua, Harry Joe, Haijun Li (2014)

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DOI: 10.1017/S0021900200010068

access: closed

type: Journal Article

metadata version: 2020-04-16

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Lei Hua, Harry Joe, Haijun Li:
Relations Between Hidden Regular Variation and the Tail Order of Copulas. J. Appl. Probab. 51(1): 37-57 (2014)

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