Modelling Across Extremal Dependence Classes (Q5378159)
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scientific article; zbMATH DE number 7064977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling Across Extremal Dependence Classes |
scientific article; zbMATH DE number 7064977 |
Statements
Modelling Across Extremal Dependence Classes (English)
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12 June 2019
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asymptotic independence
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censored likelihood
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conditional extremes
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dependence modelling
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extreme value theory
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multivariate regular variation
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