Measures of multivariate asymptotic dependence and their relation to spectral expansions (Q715491)
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scientific article; zbMATH DE number 6100223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measures of multivariate asymptotic dependence and their relation to spectral expansions |
scientific article; zbMATH DE number 6100223 |
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Measures of multivariate asymptotic dependence and their relation to spectral expansions (English)
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29 October 2012
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asymptotic dependence structure
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tail dependence parameter
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residual dependence index
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spectral expansion
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Pickands dependence function
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