An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927): Difference between revisions

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Latest revision as of 07:20, 4 July 2024

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An Alternative Point Process Framework for Modeling Multivariate Extreme Values
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    An Alternative Point Process Framework for Modeling Multivariate Extreme Values (English)
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    13 July 2011
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    asymptotic dependence
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    asymptotic independence
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    coefficient of tail dependence
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    componentwise maxima
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    joint survivor function
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    point processes
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    simulation
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