Extremal dependence of random scale constructions (Q2283053)
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scientific article; zbMATH DE number 7146729
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extremal dependence of random scale constructions |
scientific article; zbMATH DE number 7146729 |
Statements
Extremal dependence of random scale constructions (English)
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27 December 2019
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copula
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extreme value theory
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residual tail dependence
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tail dependence
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0.7996903657913208
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0.7722940444946289
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0.7716195583343506
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0.7703626155853271
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0.7699505686759949
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