2 problems
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Conjecture on restrictions on extremal dependence structures in vine copulas
Let have extremal dependence structure , where means that the variables indexed by can be simultaneously…
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The Fréchet–Hoeffding upper-bound conjecture for maximum-correlation B-spline copulas
Let be distributed according to the maximum-correlation distribution constructed from the B-spline basis … on , where the degree satisfies and the kn…