Multivariate extreme value copulas with factor and tree dependence structures (Q1744180)
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scientific article; zbMATH DE number 6860555
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| English | Multivariate extreme value copulas with factor and tree dependence structures |
scientific article; zbMATH DE number 6860555 |
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Multivariate extreme value copulas with factor and tree dependence structures (English)
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16 April 2018
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extreme value limit
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Gaussian quadrature
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Hüsler-Reiss distribution
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parsimonious dependence
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vine graphical model
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0.8342003226280212
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0.8206937909126282
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0.8205857872962952
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0.818564772605896
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0.7926521897315979
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