Modelling across extremal dependence classes (Q5378159)
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scientific article; zbMATH DE number 7064977
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling across extremal dependence classes |
scientific article; zbMATH DE number 7064977 |
Statements
Modelling Across Extremal Dependence Classes (English)
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12 June 2019
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asymptotic independence
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censored likelihood
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conditional extremes
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dependence modelling
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extreme value theory
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multivariate regular variation
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0.8313260078430176
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0.8233099579811096
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0.8233099579811096
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0.8057448863983154
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0.7858209609985352
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