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The coefficient of upper tail dependence of X and Y is u = lim q1 P Y > G1(q) X > F1(q) . If u = 0 then X and Y are asymptotically __________ in the upper tail.
The coefficient of upper tail dependence of X and Y is u = lim q1 P Y > G1(q) X > F1(q) . If u = 0 then X and Y are asymptotically __________ in the upper tail.
independent
If 0 < u 1, then X and Y are said to have upper tail __________.
If 0 < u 1, then X and Y are said to have upper tail __________.
dependence
The coefficient of lower tail dependence of X and Y is = lim q0 P(Y G1(q) X F1(q)). If = 0 then X and Y are asymptotically __________ in the lower tail.
The coefficient of lower tail dependence of X and Y is = lim q0 P(Y G1(q) X F1(q)). If = 0 then X and Y are asymptotically __________ in the lower tail.
independent
If 0 < 1, then X and Y are said to have lower tail __________.
If 0 < 1, then X and Y are said to have lower tail __________.
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The coefficients of upper and lower tail dependence of X and Y can be written respectively as u = 2 lim q1 1 C(q, q) 1 q and = lim q0 C(q, q) q Archimedean __________.
The coefficients of upper and lower tail dependence of X and Y can be written respectively as u = 2 lim q1 1 C(q, q) 1 q and = lim q0 C(q, q) q Archimedean __________.
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Theorem 6.9 states that = 2 lim q0 (q) (1(2(q))) can be expressed in terms of the generator function of an Archimedean __________.
Theorem 6.9 states that = 2 lim q0 (q) (1(2(q))) can be expressed in terms of the generator function of an Archimedean __________.
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