Extremal properties of the multivariate extended skew-normal distribution. Part B (Q1726901)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal properties of the multivariate extended skew-normal distribution. Part B |
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Extremal properties of the multivariate extended skew-normal distribution. Part B (English)
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20 February 2019
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asymptotic independence
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coefficient of upper-tail dependence
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Pickands dependence function
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multivariate extreme-value distribution
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stable-tail dependence function
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multivariate
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distribution
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multivariate maximum
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