On kernel estimation of the second order rate parameter in multivariate extreme value statistics (Q2407489)
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scientific article; zbMATH DE number 6786889
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| English | On kernel estimation of the second order rate parameter in multivariate extreme value statistics |
scientific article; zbMATH DE number 6786889 |
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On kernel estimation of the second order rate parameter in multivariate extreme value statistics (English)
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6 October 2017
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multivariate extreme value statistics
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second order parameter
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stable tail dependence function
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0.8750569820404053
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0.8447783589363098
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0.8056468963623047
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0.7954689860343933
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0.7897592782974243
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