Regression-type models for extremal dependence (Q3299028)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7222274
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Regression-type models for extremal dependence |
scientific article; zbMATH DE number 7222274 |
Statements
Regression‐type models for extremal dependence (English)
0 references
17 July 2020
0 references
angular density
0 references
covariate adjustment
0 references
penalized log-likelihood
0 references
statistics of multivariate extremes
0 references
vector generalized additive modeling (VGAM)
0 references
0.8150475025177002
0 references
0.7923786044120789
0 references
0.7885453104972839
0 references
0.78061842918396
0 references
0.773975670337677
0 references
