X-vine models for multivariate extremes (Q6911607)
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scientific article; zbMATH DE number 8110213
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | X-vine models for multivariate extremes |
scientific article; zbMATH DE number 8110213 |
Statements
X-vine models for multivariate extremes (English)
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24 October 2025
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exponent measure
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graphical model
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multivariate Pareto distribution
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pair copula construction
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regular vine
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tail copula
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