Max-stable random sup-measures with comonotonic tail dependence
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DOI: 10.1016/j.spa.2016.03.004
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More about this item
Keywords
Capacity; Choquet integral; Choquet random sup-measure; Comonotonic additive functional; Complete alternation; Continuous choice; Extremal coefficient; Extremal integral; LePage series; Max-stability; Random set; Sup-measure; Tail dependence;All these keywords.
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