The Shape of Asymptotic Dependence (Q2838134)

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The Shape of Asymptotic Dependence
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    title
    The Shape of Asymptotic Dependence (English)
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    author
    Guus Balkema
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    Paul Embrechts
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    Natalia Nolde
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    publication date
    8 July 2013
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    Mathematics Subject Classification ID
    60G70
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    60E05
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    60D05
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    zbMATH DE Number
    6185255
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    zbMATH Keywords
    Asymptotic dependence
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    copula
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    level set
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    multivariate extremes
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    risk
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    sample cloud
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    shape
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    unimodal density
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