Dependence between two multivariate extremes (Q633053)
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scientific article; zbMATH DE number 5872511
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dependence between two multivariate extremes |
scientific article; zbMATH DE number 5872511 |
Statements
Dependence between two multivariate extremes (English)
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31 March 2011
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independence
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total dependence
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multivariate extreme value distribution
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multivariate marginals
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dependence coefficients
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0.8653900027275085
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0.8604162335395813
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0.8373882174491882
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0.836823582649231
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