Capturing the multivariate extremal index: Bounds and interconnections

Extremes

Volumn 11, Issue 4, 2008, Pages 353-377

  Ehlert, Andree ^a   Schlather, Martin ^a  

^a UNIVERSITY OF GÖTTINGEN   (Germany)

Author keywords

Adjusted extremal coefficient; Dependence function; Lower bound; Max stable process; Multivariate extremal index function; Upper bound

Indexed keywords

EID: 55849128934     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-008-0062-6     Document Type: Article

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