In this paper we present a tail dependence function and an extremal coefficient of dependence between two random vectors that extend existing ones. We shall see ...

In this paper we present a tail dependence function and an extremal coefficient of dependence between two random vectors that extend existing ones. We shall see ...

In this paper we present a tail dependence function and an extremal coefficient of dependence between two random vectors that extend existing ones. We shall see ...

In this paper we present a tail dependence function and an extremal coefficient of dependence between two random vectors that extend existing ones. We shall see ...

EXTREMAL DEPENDENCE BETWEEN TWO RANDOM VECTORS. Let X = (X1, ..., Xd) be a random vec t - orwih - td.f. F and cont i - n uou margina d . f . ' Fi. For I C ...

Oct 22, 2024 · In this paper we present a tail dependence function and an extremal coefficient of dependence between two random vectors that extend existing ...

Sep 24, 2013 · On extremal dependence of block vectors (English). Author: Ferreira, Helena. Author: Ferreira, Marta. Language: English. Journal: Kybernetika.

On extremal dependence of block vectors. Kybernetika. Journal Article. H. Ferreira. M. Ferreira. Publication. Year of publication: 2012. Volume: 48.

[7] H. Ferreira and M. Ferreira. On extremal dependence of block vectors. Kybernetika (Prague) 48 (5) (2012) 988–1006.

Nov 20, 2012 · In this paper we present a tail dependence function and an extremal coefficient of dependence between two random vectors that extend existing ...