Multidimensional extremal dependence coefficients (Q680461)
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scientific article; zbMATH DE number 6828733
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multidimensional extremal dependence coefficients |
scientific article; zbMATH DE number 6828733 |
Statements
Multidimensional extremal dependence coefficients (English)
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23 January 2018
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multivariate extreme value models
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tail dependence
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extremal coefficients
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random fields
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0.9446296
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0.9181167
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0.9056194
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0.8937572
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0.89079416
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