Multivariate Tail Coefficients: Properties and Estimation

Multivariate tail coefficients are an important tool when investigating dependencies between extreme events for different components of a random vector. Although bivariate tail coefficients are well-studied, this is, to a lesser extent, the case for multivariate tail coefficients. This paper contrib...

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Detalles Bibliográficos
Autores principales: Gijbels, Irène, Kika, Vojtěch, Omelka, Marek
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517269/
https://www.ncbi.nlm.nih.gov/pubmed/33286500
http://dx.doi.org/10.3390/e22070728

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517269/
https://www.ncbi.nlm.nih.gov/pubmed/33286500
http://dx.doi.org/10.3390/e22070728

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