1 problem

The conjectured max-domain-of-attraction limit for clustered Archimax copulas
arXiv@arxiv
Let $C_{\mathcal{G},\bm{\psi},\bm{\ell},Q}$ be a clustered Archimax copula satisfying the extended max-domain-of-attraction assumption and the standard stable tail dependence funct…
Conjectureopencopulas extreme-value-theory stable-tail-dependence
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The conjectured max-domain-of-attraction limit for clustered Archimax copulas