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Max-stable Random Sup-Measures with Comonotonic Tail Dependence

Stochastic Processes and their Applications(2016)

Cited 17|Views0
Key words
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
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