Tail dependence between order statistics
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Publication:764486
DOI10.1016/j.jmva.2011.09.001zbMath1234.60057OpenAlexW2051980316MaRDI QIDQ764486
Helena Ferreira, Marta Ferreira
Publication date: 13 March 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.09.001
Related Items (4)
Stochastic orders of multivariate Jones-Larsen distribution family with empirical applications in physics, economy and social sciences ⋮ Fragility index of block tailed vectors ⋮ Unnamed Item ⋮ Tail Dependence Under Sample Failures
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