The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (Q820208)
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scientific article; zbMATH DE number 5017662
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| English | The multivariate extremal index and the dependence structure of a multivariate extreme value distribution |
scientific article; zbMATH DE number 5017662 |
Statements
The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (English)
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6 April 2006
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dependence conditions
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multivariate extreme value theory
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0.8569163680076599
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0.8508123159408569
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0.8491194248199463
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0.8443847298622131
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