Max-stable random sup-measures with comonotonic tail dependence (Q737183)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Max-stable random sup-measures with comonotonic tail dependence |
scientific article |
Statements
Max-stable random sup-measures with comonotonic tail dependence (English)
0 references
8 August 2016
0 references
extremes
0 references
random sup-measures
0 references
max-stability
0 references
capacity
0 references
tail dependence
0 references
Choquet integral
0 references
comonotonic additive functional
0 references
extremal coefficient
0 references
extremal integral
0 references
complete alternation
0 references
continuous choice
0 references
LePage series
0 references
random sets
0 references
risk measures
0 references
0 references
0 references
0 references
