Models for extremal dependence derived from skew-symmetric families (Q2965533)
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scientific article
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| English | Models for extremal dependence derived from skew-symmetric families |
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Models for Extremal Dependence Derived from Skew-symmetric Families (English)
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3 March 2017
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angular density
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asymptotic independence
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extremal coefficient
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extreme values
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max-stable distribution
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non-central extended skew-\(t\) distribution
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non-stationarity
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skew-normal distribution
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skew-normal process
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skew-\(t\) distribution
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0.8458176851272583
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0.8294359445571899
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0.8084166646003723
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0.8012008666992188
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0.7910958528518677
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