On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871): Difference between revisions

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Property / DOI: 10.1016/j.jmva.2004.02.017 / rank
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Latest revision as of 10:42, 11 December 2024

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On the distribution of Pickands coordinates in bivariate EV and GP models
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    On the distribution of Pickands coordinates in bivariate EV and GP models (English)
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    12 May 2005
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    Max-stable distribution
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    bivariate generalized Pareto distribution
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    Pickands representation
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    dependence function
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    Peaks-over-threshold approach (POT)
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    local asymptotic normality (LAN)
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    Hájek-LeCam convolution theorem
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