Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application (Q2076958)
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scientific article; zbMATH DE number 7478931
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| English | Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application |
scientific article; zbMATH DE number 7478931 |
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Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application (English)
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22 February 2022
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Hoeffding-Sobol decomposition
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co-survival function
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spectral representation
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stable tail dependence function
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multivariate extreme value modeling
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0.7027922868728638
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0.7004514336585999
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0.6753799319267273
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0.6733477115631104
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