Expansions of multivariate Pickands densities and testing the tail dependence.

Melanie Frick Rolf-Dieter Reiss

Published in: J. Multivar. Anal. (2009)

Keyphrases

dependence structure
statistical tests
gaussian density
test cases
multivariate normal
regression model
probability density function
search engine
computer vision
clustering algorithm
case study
feature space
probability distribution
mixed data