Asymptotic conditional distribution of exceedance counts (Q2879916)
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scientific article; zbMATH DE number 6022672
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotic conditional distribution of exceedance counts |
scientific article; zbMATH DE number 6022672 |
Statements
10 April 2012
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exceedance over high threshold
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fragility index
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multivariate extreme value theory
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peaks-over-threshold approach
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copula
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generalized Pareto distribution (GPD)
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GPD copula
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D-norm
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extremal index
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Asymptotic conditional distribution of exceedance counts (English)
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0.880468487739563
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0.7712466716766357
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0.7660831809043884
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0.7622763514518738
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0.757635235786438
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