Properties of extremal dependence models built on bivariate MAX-linearity
type: Item
instance of: scholarly article
title: Properties of extremal dependence models built on bivariate MAX-linearity
zbMATH Open document ID: 1358.60068
author: Mónika Kereszturi
author: Jonathan A. Tawn
published in: Journal of Multivariate Analysis
publication date: 2017-02-23T00:00:00Z
full work available at URL: 1 s2.0 S0047259X16302159 main.pdf
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 6688282
zbMATH Keywords: bivariate extremes
zbMATH Keywords: MAX-linear models
zbMATH Keywords: extremal dependence
zbMATH Keywords: asymptotic independence
MaRDI profile type: Publication
OpenAlex ID: W2560741851
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DOI: 10.1016/J.JMVA.2016.12.001
description: scientific article; zbMATH DE number 6688282