نتایج جستجو برای: mean variance

تعداد نتایج: 667722  

Journal: :Extremes 2022

Classical models for multivariate or spatial extremes are mainly based upon the asymptotically justified max-stable generalized Pareto processes. These suitable when asymptotic dependence is present, i.e., joint tail decays at same rate as marginal tail. However, recent environmental data applications suggest that independence equally important and, unfortunately, existing in this setting both ...

Journal: :Communications for Statistical Applications and Methods 2011

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