Extremal attractors of Liouville copulas (Q110549)

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Extremal attractors of Liouville copulas
scientific article

    Statements

    volume
    160
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    page(s)
    68-92
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    publication date
    August 2017
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    8 September 2017
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    author
    Léo R. Belzile
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    Johanna G. Nešlehová
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    Léo R. Belzile
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    Johanna G. Nešlehová
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    title
    Extremal attractors of Liouville copulas (English)
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    zbMATH DE Number
    6772818
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    zbMATH Keywords
    Liouville copula
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    extremal attractor
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    extremal function
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    de Haan decomposition
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    scaled extremal Dirichlet model
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    stable tail dependence function
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    describes a project that uses
    R
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    QRM
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