Publicação
Multidimensional extremal dependence coefficients
| dc.contributor.author | Ferreira, Helena | |
| dc.contributor.author | Ferreira, Marta | |
| dc.date.accessioned | 2020-01-09T14:53:02Z | |
| dc.date.available | 2020-01-09T14:53:02Z | |
| dc.date.issued | 2018 | |
| dc.description.abstract | 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. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.doi | 10.1016/j.spl.2017.09.018 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.6/8167 | |
| dc.language.iso | eng | pt_PT |
| dc.peerreviewed | yes | pt_PT |
| dc.relation | Centro de Matemática e Aplicações da Universidade da Beira Interior (CMA-UBI) [UID/MAT/00212/2013] | |
| dc.relation | Financiamento FCT: Centro de Matemática da Universidade do Minho (CMAT) [UID/MAT/00013/2013] | |
| dc.relation | Centro de Estatística e Aplicações [UID/MAT/00006/2013] | |
| dc.relation | Financiamento estratégico plurianual FCT: CEMAT — Centro de Matemática Computacional e Estocástica [UID/Multi/04621/2013] | |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | pt_PT |
| dc.subject | Multivariate extreme value models | pt_PT |
| dc.subject | Tail dependence | pt_PT |
| dc.subject | Extremal coefficients | pt_PT |
| dc.subject | Random fields | pt_PT |
| dc.title | Multidimensional extremal dependence coefficients | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.awardTitle | Centro de Matemática e Aplicações da Universidade da Beira Interior (CMA-UBI) [UID/MAT/00212/2013] | |
| oaire.awardTitle | Financiamento FCT: Centro de Matemática da Universidade do Minho (CMAT) [UID/MAT/00013/2013] | |
| oaire.awardTitle | Centro de Estatística e Aplicações [UID/MAT/00006/2013] | |
| oaire.awardTitle | Financiamento estratégico plurianual FCT: CEMAT — Centro de Matemática Computacional e Estocástica [UID/Multi/04621/2013] | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/5876/UID%2FMAT%2F00212%2F2013/PT | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/5876/UID%2FMAT%2F00013%2F2013/PT | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/5876/UID%2FMAT%2F00006%2F2013/PT | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/5876/UID%2FMulti%2F04621%2F2013/PT | |
| oaire.citation.endPage | 8 | pt_PT |
| oaire.citation.startPage | 1 | pt_PT |
| oaire.citation.volume | 133 | pt_PT |
| oaire.fundingStream | 5876 | |
| oaire.fundingStream | 5876 | |
| oaire.fundingStream | 5876 | |
| oaire.fundingStream | 5876 | |
| person.familyName | Ferreira | |
| person.givenName | Helena | |
| person.identifier.ciencia-id | 7C10-8C72-313B | |
| person.identifier.orcid | 0000-0001-9392-7259 | |
| person.identifier.scopus-author-id | 7101834831 | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | article | pt_PT |
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