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Correlation and dependence / Multivariate normal distribution / Probability and statistics / Mathematical analysis / Statistics / Covariance and correlation / Statistical dependence


Between residual tail–dependence and Hüsler–Reiss triangular arrays R.–D. Reiss, University of Siegen For a bivariate normal random vector with correlation coefficient ρ it is well– known that the rate, at whic
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Document Date: 2008-05-29 09:55:39


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