Extremes of asymptotically spherical and elliptical random vectors (Q882854)
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scientific article; zbMATH DE number 5156964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of asymptotically spherical and elliptical random vectors |
scientific article; zbMATH DE number 5156964 |
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Extremes of asymptotically spherical and elliptical random vectors (English)
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24 May 2007
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Asymptotically spherical random vectors
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Asymptotically elliptical random vectors
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Multivariate extremes
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Max-domain of attraction
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Coefficient of upper tail dependence
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