PSW-Mathematica-code.nb
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)
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Metadata
| Field | Value |
|---|---|
| Format | application/mathematica |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/b200e29d-131a-4090-80d8-065381bc75bb/resource/b312747a-d9d7-4075-92ea-3d84a0f44c0e/download/psw-mathematica-code.nb |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
