On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967)
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scientific article; zbMATH DE number 7111571
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| English | On second order conditions in the multivariate block maxima and peak over threshold method |
scientific article; zbMATH DE number 7111571 |
Statements
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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0.7701137661933899
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0.7613643407821655
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0.7522266507148743
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0.7404447197914124
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0.735144317150116
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