Extremal attractors of Liouville copulas (Q110549): Difference between revisions

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Latest revision as of 09:38, 14 July 2024

scientific article
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English
Extremal attractors of Liouville copulas
scientific article

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    160
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    68-92
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    August 2017
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    8 September 2017
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    Extremal attractors of Liouville copulas (English)
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    Liouville copula
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    extremal attractor
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    extremal function
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    de Haan decomposition
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    scaled extremal Dirichlet model
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    stable tail dependence function
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