The Shape of Asymptotic Dependence

DOI10.1007/978-3-642-33549-5_3zbMath1274.60165OpenAlexW93559722MaRDI QIDQ2838134

Guus Balkema, Paul Embrechts, Natalia Nolde

Publication date: 8 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33549-5_3

zbMATH Keywords

copulashapemultivariate extremeslevel setriskunimodal densityAsymptotic dependencesample cloud

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

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