Regression-type models for extremal dependence (Q3299028)
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scientific article
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| English | Regression-type models for extremal dependence |
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Statements
Regression‐type models for extremal dependence (English)
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17 July 2020
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angular density
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covariate adjustment
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penalized log-likelihood
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statistics of multivariate extremes
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vector generalized additive modeling (VGAM)
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0.8150475025177002
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0.7923786044120789
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0.7885453104972839
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0.78061842918396
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0.773975670337677
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