On the tail behaviour of aggregated random variables (Q2079609)
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scientific article; zbMATH DE number 7595172
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the tail behaviour of aggregated random variables |
scientific article; zbMATH DE number 7595172 |
Statements
On the tail behaviour of aggregated random variables (English)
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30 September 2022
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aggregation
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coefficient of asymptotic independence
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conditional extremes
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copula models
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extreme value theory
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generalised Pareto distribution
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0.8339192867279053
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0.8309159278869629
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0.8147013187408447
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0.8134109377861023
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0.8065323829650879
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