Generalized logistic models and its orthant tail dependence (Q2882853)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalized logistic models and its orthant tail dependence |
scientific article; zbMATH DE number 6031561
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Generalized logistic models and its orthant tail dependence |
scientific article; zbMATH DE number 6031561 |
Statements
8 May 2012
0 references
multivariate extreme value distributions
0 references
copulas
0 references
mixtures
0 references
math.PR
0 references
0 references
0.9132249
0 references
0.91232085
0 references
0.89651793
0 references
0.89516175
0 references
Generalized logistic models and its orthant tail dependence (English)
0 references
This paper introduces multivariate generalized logistic distributions as a subfamily of multivariate max-stable distributions. It contains many examples from the literature. The orthant tail dependence coefficient is computed and illustrated by examples.
0 references
