Stochastic ordering in multivariate extremes (Q6601110)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic ordering in multivariate extremes |
scientific article; zbMATH DE number 7909811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic ordering in multivariate extremes |
scientific article; zbMATH DE number 7909811 |
Statements
Stochastic ordering in multivariate extremes (English)
0 references
10 September 2024
0 references
Choquet model
0 references
concordance
0 references
exponent measure
0 references
lower orthant
0 references
majorisation
0 references
max-stable distribution
0 references
max-zonoid
0 references
multivariate distribution
0 references
positive quadrant dependence
0 references
portfolio
0 references
stable tail dependence function
0 references
upper orthant
0 references
0 references
0 references
