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Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions - MaRDI portal

Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions (Q5064929)

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scientific article; zbMATH DE number 7491696
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Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions
scientific article; zbMATH DE number 7491696

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    Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions (English)
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    17 March 2022
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    Archimedean copula
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    hazard rate order
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    reversed hazard rate order
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    normal distribution
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    simple tree order restriction
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