Fragility index of block tailed vectors (Q419295)

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Fragility index of block tailed vectors
scientific article

    Statements

    title
    Fragility index of block tailed vectors (English)
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    author
    Helena Ferreira
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    Marta Ferreira
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    publication date
    18 May 2012
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    zbMATH Keywords
    multivariate extreme value theory
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    tail dependence
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    fragility index
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    extremal coefficients
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    Identifiers

    Mathematics Subject Classification ID
    62G32
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    60G70
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    60G52
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    62P05
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    zbMATH DE Number
    6036341
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