Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100)

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scientific article; zbMATH DE number 1687675
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Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution
scientific article; zbMATH DE number 1687675

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    Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (English)
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    7 April 2002
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    unit Frechet margins
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    coefficient of tail dependence
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    domain of attraction
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    bivariate extreme value distribution
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