Tail Dependence in Multivariate Data — Review of Some Problems

DOI10.1007/3-540-26981-9_51MaRDI QIDQ5445867zbMATH OpenOpenAlexFDO

Authors Krzysztof Jajuga

Publication date 6 March 2008

Published in Studies in Classification, Data Analysis, and Knowledge Organization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-26981-9_51

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Information theory (general) (94A15)

Cited in

(1)

• Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions

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