Multivariate extremes, aggregation and dependence in elliptical distributions
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Publication:4804609
DOI10.1239/aap/1033662167zbMath1023.60021OpenAlexW2144681067MaRDI QIDQ4804609
Publication date: 24 September 2003
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1033662167
regular variationKendall's tautail dependenceSpearman's rhoelliptical distributionmultivariate extreme
Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)
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