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Determining the dependence structure of multivariate extremes - MaRDI portal

Determining the dependence structure of multivariate extremes (Q5127202)

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scientific article; zbMATH DE number 7263811
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Determining the dependence structure of multivariate extremes
scientific article; zbMATH DE number 7263811

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    Determining the dependence structure of multivariate extremes (English)
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    21 October 2020
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    asymptotic independence
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    extremal dependence structure
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    hidden regular variation
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    multivariate regular variation
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