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Some concepts of positive dependence for bivariate interchangeable distributions

โœ Scribed by Moshe Shaked


Publisher
Springer Japan
Year
1979
Tongue
English
Weight
925 KB
Volume
31
Category
Article
ISSN
0020-3157

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The tail behaviour of many bivariate distributions with unit Frรƒ echet margins can be characterised by the coe cient of tail dependence and a slowly varying function. We show that such a characterisation is not always possible, and neither implies nor is implied by the fact that the distribution bel