Analysis of Empirical Bivariate Extremal Distributions

DOI10.2307/2283099MaRDI QIDQ5337645zbMATH OpenOpenAlexFDO

Authors E. J. Gumbel, N. Goldstein

Publication date 1964

Full work available at URL https://doi.org/10.2307/2283099

zbMATH Keywords

statistics

Cited in

(7)

• Multivariate extreme value theory and its usefulness in understanding risk
• It was 30 years ago today when Laurens de Haan went the multivariate way
• From weakly chaotic dynamics to deterministic subdiffusion via copula modeling
• On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
• Positive dependence orderings
• Nonparametric estimation of the dependence function in bivariate extreme value distributions
• Bivariate extreme-value copulas with discrete Pickands dependence measure

This page was built for publication: Analysis of Empirical Bivariate Extremal Distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5337645)