On the structure of exchangeable extreme-value copulas (Q2201562)

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On the structure of exchangeable extreme-value copulas
scientific article

    Statements

    title
    On the structure of exchangeable extreme-value copulas (English)
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    author
    Jan-Frederik Mai
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    Matthias Scherer
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    publication date
    29 September 2020
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    zbMATH Keywords
    conditionally iid
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    exchangeability
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    extendibility
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    extreme-value copula
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    stable tail dependence function
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    cites work
    Q5611281
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    Q4382161
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    Q3667778
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    Q3771297
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    Q3959263
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    Identifiers

    Mathematics Subject Classification ID
    60E07
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    62G32
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    62H05
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    65C10
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    zbMATH DE Number
    7252798
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    OpenAlex ID
    W2974089631
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    arXiv ID
    1909.09438
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