Archimedean copulas, exchangeability, and max-stability (Q4305641)
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scientific article; zbMATH DE number 639157
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Archimedean copulas, exchangeability, and max-stability |
scientific article; zbMATH DE number 639157 |
Statements
Archimedean copulas, exchangeability, and max-stability (English)
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14 May 1995
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regular variation
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exchangeable sequence of random variables
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max-stable property
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0.9200085
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0.9134115
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0.91257286
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0.90924287
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0.90741515
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0.9064056
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0.9056014
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0.90438604
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