A new representation for multivariate tail probabilities (Q2435257)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new representation for multivariate tail probabilities |
scientific article |
Statements
A new representation for multivariate tail probabilities (English)
0 references
4 February 2014
0 references
asymptotic independence
0 references
coefficient of tail dependence
0 references
multivariate extreme value theory
0 references
Pickands' dependence function
0 references
regular variation
0 references
0 references
