Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623)
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scientific article; zbMATH DE number 6414182
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions |
scientific article; zbMATH DE number 6414182 |
Statements
Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (English)
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13 March 2015
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multivariate extreme value theory
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tail dependence
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extremal coefficients
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