Generalized logistic models and its orthant tail dependence (Q2882853)
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scientific article; zbMATH DE number 6031561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized logistic models and its orthant tail dependence |
scientific article; zbMATH DE number 6031561 |
Statements
8 May 2012
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multivariate extreme value distributions
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copulas
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mixtures
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math.PR
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0.9132249
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0.91232085
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0.89651793
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Generalized logistic models and its orthant tail dependence (English)
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This paper introduces multivariate generalized logistic distributions as a subfamily of multivariate max-stable distributions. It contains many examples from the literature. The orthant tail dependence coefficient is computed and illustrated by examples.
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