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- W4300892103 abstract "We show that all multivariate Extreme Value distributions, which are the possible weak limits of the $K$ largest order statistics of iid sequences, have the same copula, the so called K-extremal copula. This copula is described through exact expressions for its density and distribution functions. We also study measures of dependence, we obtain a weak convergence result and we propose a simulation algorithm for the K-extremal copula." @default.
- W4300892103 created "2022-10-04" @default.
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- W4300892103 date "2009-08-14" @default.
- W4300892103 modified "2023-09-25" @default.
- W4300892103 title "On the Copula for multivariate Extreme Value distributions" @default.
- W4300892103 doi "https://doi.org/10.48550/arxiv.0908.2144" @default.
- W4300892103 hasPublicationYear "2009" @default.
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