An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Alternative Point Process Framework for Modeling Multivariate Extreme Values |
scientific article |
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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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