Extremal attractors of Liouville copulas (Q110549)
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scientific article; zbMATH DE number 6772818
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| English | Extremal attractors of Liouville copulas |
scientific article; zbMATH DE number 6772818 |
Statements
160
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68-92
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August 2017
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8 September 2017
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Extremal attractors of Liouville copulas (English)
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Liouville copula
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extremal attractor
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extremal function
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de Haan decomposition
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scaled extremal Dirichlet model
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stable tail dependence function
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0.7775539755821228
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0.7764397263526917
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0.7716057896614075
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0.7369595766067505
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0.7369595766067505
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