Falk, Michael; Tichy, Diana - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 1071-1085
We consider a random vector <Emphasis Type="BoldItalic">X, whose components are neither necessarily independent nor identically distributed. The fragility index (FI), if it exists, is defined as the limit of the expected number of exceedances among the components of <Emphasis Type="BoldItalic">X above a high threshold, given that there is at least...</emphasis></emphasis>
