Max-stable random sup-measures with comonotonic tail dependence (Q737183)
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scientific article
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| English | Max-stable random sup-measures with comonotonic tail dependence |
scientific article |
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Max-stable random sup-measures with comonotonic tail dependence (English)
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8 August 2016
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extremes
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random sup-measures
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max-stability
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capacity
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tail dependence
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Choquet integral
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comonotonic additive functional
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extremal coefficient
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extremal integral
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complete alternation
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continuous choice
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LePage series
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random sets
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risk measures
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0.7869491577148438
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0.7626150250434875
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0.7455498576164246
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0.7438759803771973
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0.742548942565918
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