Dissecting the multivariate extremal index and tail dependence
A central issue in the theory of extreme values focuses on suitable conditions such that the well-known results for the limiting distributions of the maximum of i.i.d. sequences can be applied to stationary ones. In this context, the extremal index appears as a key parameter to capture the effect of...
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| Formato: | article |
| Idioma: | eng |
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2020
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| Texto completo: | http://hdl.handle.net/1822/72724 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/72724 |