Multivariate extreme value copulas with factor and tree dependence structures
type: Item
instance of: scholarly article
title: Multivariate extreme value copulas with factor and tree dependence structures
zbMATH Open document ID: 1453.62494
author: Xianqiang Yang
published in: Extremes
publication date: 2018-04-16T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62P12
zbMATH DE Number: 6860555
zbMATH Keywords: extreme value limit
zbMATH Keywords: Gaussian quadrature
zbMATH Keywords: Hüsler-Reiss distribution
zbMATH Keywords: parsimonious dependence
zbMATH Keywords: vine graphical model
describes a project that uses: CopulaModel
describes a project that uses: ismev
MaRDI profile type: Publication
full work available at URL: s10687-017-0298-0
OpenAlex ID: W2624583337
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DOI: 10.1007/S10687-017-0298-0
description: scientific article; zbMATH DE number 6860555