On Pickands coordinates in arbitrary dimensions (Q1765624)
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scientific article; zbMATH DE number 2137566
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| default for all languages | No label defined |
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| English | On Pickands coordinates in arbitrary dimensions |
scientific article; zbMATH DE number 2137566 |
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On Pickands coordinates in arbitrary dimensions (English)
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23 February 2005
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extreme value distribution
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max-stable distribution
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generalized Pareto distribution
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Pickands representation
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dependence function
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spectral decomposition
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spectral \(\delta\)-neighborhood
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Pickands transform
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0.8357527256011963
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0.7887242436408997
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0.7771064639091492
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0.7569401264190674
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