Archimedean copulas, exchangeability, and max-stability (Q4305641): Difference between revisions

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Latest revision as of 00:37, 20 March 2024

scientific article; zbMATH DE number 639157
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English
Archimedean copulas, exchangeability, and max-stability
scientific article; zbMATH DE number 639157

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    Archimedean copulas, exchangeability, and max-stability (English)
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    14 May 1995
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    regular variation
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    exchangeable sequence of random variables
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    max-stable property
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