Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables (Q325016)
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scientific article; zbMATH DE number 6639993
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| English | Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables |
scientific article; zbMATH DE number 6639993 |
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Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables (English)
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17 October 2016
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measure-of-cone representation
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\(p\)-generalized Laplace and Gaussian distributions
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skewed \(l_{n,p}\)-symmetric distribution
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tail index, light/ heavy center of distribution
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multivariate tail
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0.7863883972167969
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0.7822313904762268
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0.7794737815856934
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0.7599229216575623
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0.7524976134300232
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