On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (Q2489859)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix |
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On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix (English)
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28 April 2006
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tail dependence
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multivariate extreme value distribution
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multivariate negative logistic distribution
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