On extremal dependence of block vectors (Q4915365)
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scientific article; zbMATH DE number 6152613
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On extremal dependence of block vectors |
scientific article; zbMATH DE number 6152613 |
Statements
10 April 2013
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multivariate extreme value theory
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tail dependence
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extremal coefficients
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0.8375062346458435
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0.827297031879425
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0.8219216465950012
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0.8157923817634583
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0.8093501329421997
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