Bivariate extension of the Pickands-Balkema-de Haan theorem. (Q1426654)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bivariate extension of the Pickands-Balkema-de Haan theorem. |
scientific article |
Statements
Bivariate extension of the Pickands-Balkema-de Haan theorem. (English)
0 references
15 March 2004
0 references
Archimedean copula
0 references
dependent random variables
0 references
extreme value theory
0 references
Pickands-Balkema-de Haan theorem
0 references