Independence results for multivariate tail dependence coefficients.
Juan Fernández-SánchezRoger B. NelsenJosé Juan Quesada-MolinaManuel Úbeda-FloresPublished in: Fuzzy Sets Syst. (2016)
Keyphrases
- dependence structure
- marginal distributions
- wavelet coefficients
- linear combination
- markov networks
- higher order statistics
- joint distribution
- basis functions
- probability distribution
- multiresolution
- independence assumption
- wavelet transform
- linear relationship
- digital filters
- machine learning
- subband
- random variables
- high frequency
- neural network
- conditional probabilities
- wavelet packet
- decision trees
- heavy tailed
- learning algorithm