Extreme-value copulas associated with the expected scaled maximum of independent random variables
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DOI: 10.1016/j.jmva.2018.02.005
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- Mai Jan-Frederik, 2022. "About the exact simulation of bivariate (reciprocal) Archimax copulas," Dependence Modeling, De Gruyter, vol. 10(1), pages 29-47, January.
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Keywords
Extreme-value copula; De Finetti’s theorem; Lévy measure; Simulation; Stable tail dependence function;All these keywords.
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