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[1]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...
Αποθηκεύτηκε σε:
| Κύριοι συγγραφείς: | , |
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| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
Instituto Nacional de Estatística | Statistics Portugal
2020-10-01
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| Σειρά: | Revstat Statistical Journal |
| Θέματα: | |
| Διαθέσιμο Online: | https://revstat.ine.pt/index.php/REVSTAT/article/view/314 |
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