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Statistics and Probability Letters

Volumn 73, Issue 2, 2005, Pages 99-103

Measuring the extremal dependence

(2) Martins, A P a Ferreira, H a

a UNIVERSITY OF BEIRA INTERIOR (Portugal)

Author keywords

Extremal coefficient; Multivariate extremal index; Multivariate extreme value theory

Indexed keywords

EID: 20444492851 PISSN: 01677152 EISSN: None Source Type: Journal
DOI: 10.1016/j.spl.2005.02.015 Document Type: Article

Times cited : (6)

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