A new representation for multivariate tail probabilities (Q2435257): Difference between revisions
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Revision as of 06:19, 19 April 2024
scientific article
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English | A new representation for multivariate tail probabilities |
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Statements
A new representation for multivariate tail probabilities (English)
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4 February 2014
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asymptotic independence
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coefficient of tail dependence
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multivariate extreme value theory
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Pickands' dependence function
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regular variation
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