Estimating a bivariate tail: a copula based approach (Q391665): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G70 / rank | |||
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| Property / zbMATH DE Number: 6244391 / rank | |||
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extreme value theory | |||
| Property / zbMATH Keywords: extreme value theory / rank | |||
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peaks-over-threshold method | |||
| Property / zbMATH Keywords: peaks-over-threshold method / rank | |||
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Pickands-Balkema-de Haan theorem | |||
| Property / zbMATH Keywords: Pickands-Balkema-de Haan theorem / rank | |||
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tail dependence | |||
| Property / zbMATH Keywords: tail dependence / rank | |||
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Revision as of 15:15, 29 June 2023
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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