An Alternative Point Process Framework for Modeling Multivariate Extreme Values (Q3015927)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An Alternative Point Process Framework for Modeling Multivariate Extreme Values |
scientific article |
Statements
An Alternative Point Process Framework for Modeling Multivariate Extreme Values (English)
0 references
13 July 2011
0 references
asymptotic dependence
0 references
asymptotic independence
0 references
coefficient of tail dependence
0 references
componentwise maxima
0 references
joint survivor function
0 references
point processes
0 references
simulation
0 references