Approximations for bivariate extreme values

DOI10.1023/A:1009927321376MaRDI QIDQ5936311zbMATH OpenFDO

Authors Saralees Nadarajah

Publication date 11 July 2001

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1009927321376

zbMATH Keywords

asymptotic expansionsbivariate extreme value distributionsdomain of attractionrates of convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Extreme value theory; extremal stochastic processes (60G70) Approximations to statistical distributions (nonasymptotic) (62E17) Statistics of extreme values; tail inference (62G32)

Recommendations

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Cited in

(6)

• On Pickands coordinates in arbitrary dimensions
• On the distribution of Pickands coordinates in bivariate EV and GP models
• Expansions for bivariate extreme value distributions
• A polynomial model for bivariate extreme value distributions
• Peaks-over-threshold stability of multivariate generalized Pareto distributions
• scientific article; zbMATH DE number 952758 (Why is no real title available?)

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