On the distribution of Pickands coordinates in bivariate EV and GP models (Q1776871)
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scientific article; zbMATH DE number 2167801
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| English | On the distribution of Pickands coordinates in bivariate EV and GP models |
scientific article; zbMATH DE number 2167801 |
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On the distribution of Pickands coordinates in bivariate EV and GP models (English)
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12 May 2005
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Max-stable distribution
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bivariate generalized Pareto distribution
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Pickands representation
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dependence function
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Peaks-over-threshold approach (POT)
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local asymptotic normality (LAN)
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Hájek-LeCam convolution theorem
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0.8359071016311646
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0.7719652652740479
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0.7657656073570251
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