Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences (Q6547788)
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scientific article; zbMATH DE number 7857757
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| English | Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences |
scientific article; zbMATH DE number 7857757 |
Statements
Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences (English)
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31 May 2024
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exchangeability
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multivariate exponential sequence
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min-stability
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extreme-value copula
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Bernstein function
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stable tail dependence function
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supermodular order
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0.7627006769180298
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0.7604802250862122
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0.7375440001487732
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0.7317418456077576
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0.730383038520813
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