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Resumo(s)
Extreme value modeling has been attracting the attention of researchers in diverse areas
such as the environment, engineering, and finance. Multivariate extreme value distributions
are particularly suitable to model the tails of multidimensional phenomena. The
analysis of the dependence among multivariate maxima is useful to evaluate risk. Here
we present new multivariate extreme value models, as well as, coefficients to assess
multivariate extremal dependence.
Descrição
Palavras-chave
Multivariate extreme value models Tail dependence Extremal coefficients Random fields