Max-stable random sup-measures with comonotonic tail dependence (Q737183): Difference between revisions

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Latest revision as of 09:57, 12 July 2024

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Max-stable random sup-measures with comonotonic tail dependence
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    Max-stable random sup-measures with comonotonic tail dependence (English)
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    8 August 2016
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    extremes
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    random sup-measures
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    max-stability
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    capacity
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    tail dependence
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    Choquet integral
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    comonotonic additive functional
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    extremal coefficient
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    extremal integral
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    complete alternation
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    continuous choice
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    LePage series
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    random sets
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    risk measures
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