Stochastic ordering in multivariate extremes

DOI10.1007/s10687-024-00486-0zbMATH Open1545.60058MaRDI QIDQ6601110

Publication date: 10 September 2024

Published in: Extremes (Search for Journal in Brave)

portfolio concordance majorisation multivariate distribution stable tail dependence function positive quadrant dependence max-stable distribution exponent measure upper orthant Choquet model lower orthant max-zonoid

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Extreme value theory; extremal stochastic processes (60G70)

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