Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154)
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scientific article; zbMATH DE number 6820695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution |
scientific article; zbMATH DE number 6820695 |
Statements
Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (English)
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21 December 2017
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copula
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extreme-value limit
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parametric bootstrap
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parsimonious dependence
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0.8600371
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0.85482335
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0.85473984
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