The tail dependograph (Q2311601)
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scientific article; zbMATH DE number 7076468
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The tail dependograph |
scientific article; zbMATH DE number 7076468 |
Statements
The tail dependograph (English)
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4 July 2019
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global sensitivity analysis
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Hoeffding-Sobol decomposition
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multivariate extreme value analysis
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pairwise index
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tail dependency graph
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