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- W1981122174 abstract "Using the language of copulas, we generalize the famous Fisher-Tippett Theorem of extreme value theory to the case with sequences of dependent random variables. The dependence structure is modelled using archimedean copulas. This generalization enables to study the behaviour of the maxima of dependent random sequences." @default.
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- W1981122174 date "2004-05-01" @default.
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- W1981122174 title "Extreme Value Theory and Archimedean Copulas" @default.
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- W1981122174 doi "https://doi.org/10.1080/03461230110106539" @default.
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