Generalized Pareto copulas: a key to multivariate extremes (Q2008230)
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scientific article; zbMATH DE number 7135685
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| English | Generalized Pareto copulas: a key to multivariate extremes |
scientific article; zbMATH DE number 7135685 |
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Generalized Pareto copulas: a key to multivariate extremes (English)
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22 November 2019
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confidence interval
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copula
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\(D\)-norm
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domain of attraction
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exceedance probability
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exceedance stability
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generalized Pareto copula
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multivariate generalized Pareto distribution
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multivariate max-stable distribution
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0.860478937625885
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0.8501394391059875
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0.8365182876586914
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0.8184449076652527
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0.8074746131896973
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