Dependence Modeling (May 2015)

On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions

Bernhart German,
Mai Jan-Frederik,
Scherer Matthias

Affiliations

Bernhart German: Technische Universität München, Parkring 11, 85748 Garching-Hochbrück, Germany
Mai Jan-Frederik: XAIA Investment GmbH, Sonnenstraße 19, 80331 München, Germany
Scherer Matthias: Technische Universität München, Parkring 11, 85748 Garching-Hochbrück, Germany

DOI: https://doi.org/10.1515/demo-2015-0003
Journal volume & issue: Vol. 3, no. 1

Abstract

No abstracts available.

Published in Dependence Modeling

ISSN: 2300-2298 (Online)
Publisher: De Gruyter
Country of publisher: Poland
LCC subjects: Science: Science (General); Science: Mathematics
Website: https://www.degruyter.com/journal/key/demo/html

About the journal