On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spl.2005.06.007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2039008744 / rank | |||
Normal rank | |||
Revision as of 02:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix |
scientific article |
Statements
On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (English)
0 references
28 April 2006
0 references
tail dependence
0 references
multivariate extreme value distribution
0 references
multivariate negative logistic distribution
0 references
