The tail dependograph
DOI10.1007/S10687-019-00345-3zbMATH Open1419.62172OpenAlexW2921943395WikidataQ128187421 ScholiaQ128187421MaRDI QIDQ2311601FDOQ2311601
Publication date: 4 July 2019
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-019-00345-3
global sensitivity analysismultivariate extreme value analysisHoeffding-Sobol decompositionpairwise indextail dependency graph
Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)
Cites Work
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Cited In (4)
- Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski
- Empirical tail copulas for functional data
- Tail area revisited
- Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application
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