On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On second order conditions in the multivariate block maxima and peak over threshold method |
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On second order conditions in the multivariate block maxima and peak over threshold method (English)
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1 October 2019
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archimax copulas
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domain of attraction
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extremal dependence
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extreme value statistics
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Pickands dependence function
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madogram
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