Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (Q712533)
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scientific article; zbMATH DE number 6094473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates |
scientific article; zbMATH DE number 6094473 |
Statements
Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (English)
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17 October 2012
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multivariate stable distributions
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tail dependence
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principal directions
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