Stochastic ordering in multivariate extremes (Q6601110)
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scientific article; zbMATH DE number 7909811
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic ordering in multivariate extremes |
scientific article; zbMATH DE number 7909811 |
Statements
Stochastic ordering in multivariate extremes (English)
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10 September 2024
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Choquet model
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concordance
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exponent measure
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lower orthant
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majorisation
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max-stable distribution
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max-zonoid
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multivariate distribution
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positive quadrant dependence
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portfolio
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stable tail dependence function
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upper orthant
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0.818585991859436
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0.7879530787467957
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0.7816869020462036
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