Extremal attractors of Liouville copulas
From MaRDI portal
Publication:110549
DOI10.1016/j.jmva.2017.05.008zbMath1372.60071arXiv1704.03377OpenAlexW2609328783MaRDI QIDQ110549
Johanna G. Nešlehová, Léo R. Belzile, Léo R. Belzile, Johanna G. Nešlehová
Publication date: August 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.03377
extremal functionstable tail dependence functionde Haan decompositionextremal attractorLiouville copulascaled extremal Dirichlet model
Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)
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Cites Work
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