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The tail dependograph - MaRDI portal

The tail dependograph (Q2311601)

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scientific article
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English
The tail dependograph
scientific article

    Statements

    title
    The tail dependograph (English)
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    author
    Cécile Mercadier
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    Olivier Roustant
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    published in
    Extremes
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    publication date
    4 July 2019
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    zbMATH Keywords
    global sensitivity analysis
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    Hoeffding-Sobol decomposition
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    multivariate extreme value analysis
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    pairwise index
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    tail dependency graph
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    describes a project that uses
    evd
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    qrmdata
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    sensitivity
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    cites work
    Q5262104
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    Q5485944
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    Q3266069
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    Q4950363
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    Asymptotic Statistics
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    Identifiers

    Mathematics Subject Classification ID
    62J10
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    62G32
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    62H12
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    62G20
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    zbMATH DE Number
    7076468
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    OpenAlex ID
    W2921943395
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    Wikidata QID
    Q128187421
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