Parametric estimation procedures in multivariate generalized Pareto models (Q3552950)
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scientific article; zbMATH DE number 5697601
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| English | Parametric estimation procedures in multivariate generalized Pareto models |
scientific article; zbMATH DE number 5697601 |
Statements
22 April 2010
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extremes
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asymptotic maximum likelihood estimation
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angular measure
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Pickands measure
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0.8460691571235657
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0.8364783525466919
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0.8158784508705139
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0.8158784508705139
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0.8113362789154053
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