On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859)
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scientific article; zbMATH DE number 5020976
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| default for all languages | No label defined |
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| English | On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix |
scientific article; zbMATH DE number 5020976 |
Statements
On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (English)
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28 April 2006
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tail dependence
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multivariate extreme value distribution
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multivariate negative logistic distribution
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0.827073335647583
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0.7699042558670044
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0.7684975862503052
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0.7588904500007629
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0.7584892511367798
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