Parsimonious Factor Models for Asymmetric Dependence in Multivariate Extremes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Krupskii, Pavel, Béranger, Boris
Format:	Preprint
Published:	2025
Subjects:	Methodology 62H05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.03543