Pages that link to "Item:Q5177623"
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The following pages link to Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions (Q5177623):
Displaying 6 items.
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
- Sensitivity of the limit shape of sample clouds from meta densities (Q1932235) (← links)
- On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859) (← links)
- (Q5879923) (← links)