Bivariate distributions with given extreme value attractor
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Publication:1969723
DOI10.1006/jmva.1999.1845zbMath0978.62043OpenAlexW2111822553MaRDI QIDQ1969723
Philippe Capéraà, Anne-Laure Fougères, Christian Genest
Publication date: 4 June 2000
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1999.1845
extreme value distributionsArchimedean copulasdomains of attractiondependence functionsbivariate threshold method
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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