Dissecting the multivariate extremal index and tail dependence (Q5142074)
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scientific article; zbMATH DE number 7289305
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dissecting the multivariate extremal index and tail dependence |
scientific article; zbMATH DE number 7289305 |
Statements
29 December 2020
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multivariate extreme values
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multivariate extremal index
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tail dependence
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extremal coefficients
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madogram
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math.ST
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stat.TH
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