Tail dependence between order statistics
type: Item
instance of: scholarly article
title: Tail dependence between order statistics
zbMATH Open document ID: 1234.60057
author: Helena Ferreira
author: Marta Ferreira
published in: Journal of Multivariate Analysis
publication date: 2012-03-13T00:00:00Z
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 6014452
zbMATH Keywords: tail dependence
zbMATH Keywords: order statistics
zbMATH Keywords: measures of tail dependence
zbMATH Keywords: multivariate extreme value distribution
MaRDI profile type: Publication
full work available at URL: j.jmva.2011.09.001
OpenAlex ID: W2051980316
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DOI: 10.1016/J.JMVA.2011.09.001
description: scientific article; zbMATH DE number 6014452