The multivariate extremal index and the dependence structure of a multivariate extreme value distribution
| Year of publication: |
2005
|
|---|---|
| Authors: | Martins, A. ; Ferreira, H. |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 14.2005, 2, p. 433-448
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| Publisher: |
Springer |
| Subject: | Multivariate extremal index | dependence conditions | multivariate extreme value theory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005390548