Multivariate extremes, aggregation and dependence in elliptical distributions (Q4804609)
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scientific article; zbMATH DE number 1902387
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate extremes, aggregation and dependence in elliptical distributions |
scientific article; zbMATH DE number 1902387 |
Statements
Multivariate extremes, aggregation and dependence in elliptical distributions (English)
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24 September 2003
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elliptical distribution
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multivariate extreme
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regular variation
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tail dependence
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Kendall's tau
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Spearman's rho
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0.91521937
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0.89822364
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0.89640874
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0.8955999
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