Polynomial Pickands functions (Q5963499)

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scientific article; zbMATH DE number 6543268
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English
Polynomial Pickands functions
scientific article; zbMATH DE number 6543268

    Statements

    title
    Polynomial Pickands functions (English)
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    author
    Simon Guillotte
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    François Perron
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    published in
    Bernoulli
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    publication date
    22 February 2016
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    zbMATH Keywords
    Bernstein's theorem
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    extreme value copulas
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    Lorentz degree
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    Pickands dependence function
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    polynomials
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    spectral measure
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    Identifiers

    DOI
    10.3150/14-BEJ656
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    Mathematics Subject Classification ID
    62G32
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    41A10
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    62G05
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    62H05
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    zbMATH DE Number
    6543268
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