On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871): Difference between revisions
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Revision as of 04:39, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of Pickands coordinates in bivariate EV and GP models |
scientific article |
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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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