Multivariate extremes, aggregation and dependence in elliptical distributions (Q4804609): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:28, 5 March 2024
scientific article; zbMATH DE number 1902387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate extremes, aggregation and dependence in elliptical distributions |
scientific article; zbMATH DE number 1902387 |
Statements
Multivariate extremes, aggregation and dependence in elliptical distributions (English)
0 references
24 September 2003
0 references
elliptical distribution
0 references
multivariate extreme
0 references
regular variation
0 references
tail dependence
0 references
Kendall's tau
0 references
Spearman's rho
0 references
