Estimating a bivariate tail: a copula based approach (Q391665): Difference between revisions
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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 |
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Estimating a bivariate tail: a copula based approach (English)
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10 January 2014
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extreme value theory
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peaks-over-threshold method
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Pickands-Balkema-de Haan theorem
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tail dependence
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