Measuring the extremal dependence

DOI10.1016/j.spl.2005.02.015zbMath1065.62092OpenAlexW2045247732MaRDI QIDQ2483876

Helena Ferreira, Ana Paula Martins

Publication date: 1 August 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.02.015

zbMATH Keywords

multivariate extreme value theory

Mathematics Subject Classification ID

Multivariate analysis (62H99) Statistics of extreme values; tail inference (62G32)

Related Items

Orthant tail dependence of multivariate extreme value distributions ⋮ Capturing the multivariate extremal index: bounds and interconnections ⋮ Estimating the multivariate extremal index function

Cites Work

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