Measuring asymptotic dependence of extremes and tests based on tail indexes (Q3409030)
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scientific article; zbMATH DE number 5071075
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| English | Measuring asymptotic dependence of extremes and tests based on tail indexes |
scientific article; zbMATH DE number 5071075 |
Statements
7 November 2006
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tail index
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bivariate extreme distribution
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asymptotic independence
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0.8461799025535583
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0.8389104008674622
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0.8375203609466553
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0.8375203609466553
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0.8204227089881897
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