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

Title:: On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
Document type:: Zeitschriftenaufsatz
Author(s):: Bernhart, German; Mai, Jan-Frederik; Scherer, Matthias
Journal title:: Dependence Modeling
Year:: 2015
Journal volume:: 3
Journal issue:: 1
Fulltext / DOI:: doi:10.1515/demo-2015-0003
Publisher:: Walter de Gruyter GmbH
E-ISSN:: 2300-2298
Date of publication:: 22.01.2015
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