How to model multivariate extremes if one must? (Q5313467)
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scientific article; zbMATH DE number 2201033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How to model multivariate extremes if one must? |
scientific article; zbMATH DE number 2201033 |
Statements
How to model multivariate extremes if one must? (English)
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1 September 2005
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multivariate regular variation
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heavy-tailed distribution
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extreme value distribution
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copula
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elliptical distribution
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