Estimating a bivariate tail: a copula based approach (Q391665): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:09, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating a bivariate tail: a copula based approach |
scientific article |
Statements
Estimating a bivariate tail: a copula based approach (English)
0 references
10 January 2014
0 references
extreme value theory
0 references
peaks-over-threshold method
0 references
Pickands-Balkema-de Haan theorem
0 references
tail dependence
0 references