A New Class of Models for Bivariate Joint Tails (Q3551039): Difference between revisions
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Revision as of 11:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Class of Models for Bivariate Joint Tails |
scientific article |
Statements
A New Class of Models for Bivariate Joint Tails (English)
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8 April 2010
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asymptotic independence
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coefficient of tail dependence
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hidden regular variation
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joint tail modelling
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maximum likelihood
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multivariate extreme values
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