Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Simon Chatelain"'
Publikováno v:
Ann. Statist. 48, no. 2 (2020), 1025-1051
Annals of Statistics
Annals of Statistics, Institute of Mathematical Statistics, In press
Annals of Statistics
Annals of Statistics, Institute of Mathematical Statistics, In press
Archimax copula models can account for any type of asymptotic dependence between extremes and at the same time capture joint risks at medium levels. An Archimax copula is characterized by two functional parameters: the stable tail dependence function
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b2e1e4114caca7775d700d901de69369
https://doi.org/10.1214/19-aos1836
https://doi.org/10.1214/19-aos1836
Publikováno v:
Handbook of Hydrometeorological Ensemble Forecasting ISBN: 9783642404573
Handbook of Hydrometeorological Ensemble Forecasting
Handbook of Hydrometeorological Ensemble Forecasting
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e8f9b6f7d7063e0357be4475dcb34950
https://doi.org/10.1007/978-3-642-40457-3_6-2
https://doi.org/10.1007/978-3-642-40457-3_6-2
