Extremal dependence measure and extremogram: the regularly varying case (Q906650)
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scientific article; zbMATH DE number 6534696
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extremal dependence measure and extremogram: the regularly varying case |
scientific article; zbMATH DE number 6534696 |
Statements
Extremal dependence measure and extremogram: the regularly varying case (English)
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22 January 2016
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regular variation
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heavy tails
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asymptotic independence
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extremal dependence
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EDM
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extremogram
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0.9038764
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0.8993984
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0.89892113
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0.8988537
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0.88559246
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0.8803706
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0.8784572
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