On Pickands coordinates in arbitrary dimensions (Q1765624): Difference between revisions

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Property / DOI: 10.1016/j.jmva.2003.10.006 / rank
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Latest revision as of 09:39, 11 December 2024

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On Pickands coordinates in arbitrary dimensions
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    On Pickands coordinates in arbitrary dimensions (English)
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    23 February 2005
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    extreme value distribution
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    max-stable distribution
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    generalized Pareto distribution
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    Pickands representation
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    dependence function
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    spectral decomposition
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    spectral \(\delta\)-neighborhood
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    Pickands transform
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