The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (Q820208)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multivariate extremal index and the dependence structure of a multivariate extreme value distribution |
scientific article |
Statements
The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (English)
0 references
6 April 2006
0 references
dependence conditions
0 references
multivariate extreme value theory
0 references
