Work

Max-stable random sup-measures with comonotonic tail dependence

Year: 2016

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2016.03.004

Authors: Ilya Molchanov, Kirstin Strokorb

Institutions: University of Bern, University of Mannheim

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

Funders: National Science Foundation, Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

Awards: Probabilistic symmetries and their applications, G993971353

OpenAlex ID: W2224895038

FWCI: 3.741

Cites: 49

Cited by: 24

Related to: 10