Fragility index of block tailed vectors (Q419295)
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scientific article; zbMATH DE number 6036341
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| English | Fragility index of block tailed vectors |
scientific article; zbMATH DE number 6036341 |
Statements
Fragility index of block tailed vectors (English)
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18 May 2012
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multivariate extreme value theory
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tail dependence
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fragility index
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extremal coefficients
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0.7375547289848328
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0.7250356078147888
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0.6993371248245239
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