A new representation for multivariate tail probabilities (Q2435257)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new representation for multivariate tail probabilities |
scientific article |
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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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