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09/20/2019
On the structure of exchangeable extreme-value copulas
We show that the set of d-variate symmetric stable tail dependence funct...
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09/14/2018
Canonical spectral representation for exchangeable max-stable sequences
The set of infinite-dimensional, symmetric stable tail dependence functi...
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02/28/2018
Extreme-value copulas associated with the expected scaled maximum of independent random variables
It is well-known that the expected scaled maximum of non-negative random...
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02/27/2018