Tail-dependence, exceedance sets, and metric embeddings (Q6144816)
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scientific article; zbMATH DE number 7784963
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| default for all languages | No label defined |
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| English | Tail-dependence, exceedance sets, and metric embeddings |
scientific article; zbMATH DE number 7784963 |
Statements
Tail-dependence, exceedance sets, and metric embeddings (English)
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8 January 2024
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Bernoulli compatibility
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exceedance sets
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line metrics
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max-stable vectors
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metric embedding
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multivariate regular variation
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NP completeness
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tail-dependence matrix
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tail-dependence coefficients
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Tawn-Molchanov models
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realization problem for TD matrices
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0.7899124026298523
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0.7700713276863098
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0.7463170289993286
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0.746080756187439
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0.7448606491088867
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