On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859): Difference between revisions

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Latest revision as of 13:28, 24 June 2024

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On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix
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    On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (English)
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    28 April 2006
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    tail dependence
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    multivariate extreme value distribution
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    multivariate negative logistic distribution
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