The Extremal Dependence Measure and Asymptotic Independence (Q3157856): Difference between revisions
From MaRDI portal
Latest revision as of 16:38, 7 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Extremal Dependence Measure and Asymptotic Independence |
scientific article |
Statements
The Extremal Dependence Measure and Asymptotic Independence (English)
0 references
19 January 2005
0 references
heavy tails
0 references
Pareto tails
0 references
multivariate regular variation
0 references
0 references
0 references