Multivariate extremes, aggregation and dependence in elliptical distributions (Q4804609): Difference between revisions
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scientific article; zbMATH DE number 1902387
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English | Multivariate extremes, aggregation and dependence in elliptical distributions |
scientific article; zbMATH DE number 1902387 |
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Multivariate extremes, aggregation and dependence in elliptical distributions (English)
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24 September 2003
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elliptical distribution
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multivariate extreme
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regular variation
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tail dependence
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Kendall's tau
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Spearman's rho
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