Extremal dependence measure and extremogram: the regularly varying case (Q906650): Difference between revisions
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Revision as of 19:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal dependence measure and extremogram: the regularly varying case |
scientific article |
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Extremal dependence measure and extremogram: the regularly varying case (English)
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22 January 2016
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regular variation
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heavy tails
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asymptotic independence
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extremal dependence
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EDM
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extremogram
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