Tail-dependence, exceedance sets, and metric embeddings (Q6144816): Difference between revisions

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Latest revision as of 18:51, 30 December 2024

scientific article; zbMATH DE number 7784963
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Tail-dependence, exceedance sets, and metric embeddings
scientific article; zbMATH DE number 7784963

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    Tail-dependence, exceedance sets, and metric embeddings (English)
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    8 January 2024
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    Bernoulli compatibility
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    exceedance sets
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    line metrics
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    max-stable vectors
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    metric embedding
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    multivariate regular variation
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    NP completeness
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    tail-dependence matrix
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    tail-dependence coefficients
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    Tawn-Molchanov models
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    realization problem for TD matrices
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