Multidimensional extremal dependence coefficients
Extreme value modeling has been attracting the attention of researchers in diverse areas such as the environment, engineering, and finance. Multivariate extreme value distributions are particularly suitable to model the tails of multidimensional phenomena. The analysis of the dependence among multiv...
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| Formato: | article |
| Idioma: | eng |
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2020
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| Texto completo: | http://hdl.handle.net/10400.6/8167 |
| País: | Portugal |
| Oai: | oai:ubibliorum.ubi.pt:10400.6/8167 |