Multidimensional extremal dependence coefficients (Q680461)
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scientific article
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| English | Multidimensional extremal dependence coefficients |
scientific article |
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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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