readme.psw.txt
Creators:
Arnold Polanski
;
Evarist Stoja
;
Frank Windmeijer
From the dataset abstract
We propose a simple and flexible framework that allows for a comprehensive analysis of tail interdependence in high dimensions. We use co-exceedances to capture the structure of the...
Source: Telling tales from the tails: High‐dimensional tail interdependence (replication data)
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/b200e29d-131a-4090-80d8-065381bc75bb/resource/49f821ea-a923-4f90-8728-59af8d61aa3f/download/readme.psw.txt |
Last updated | November 23, 2022 |
Created | November 23, 2022 |