Tail-dependence, exceedance sets, and metric embeddings (Q6144816)
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scientific article; zbMATH DE number 7784963
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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