A characterization of the Marshall-Olkin dependence function and a goodness-of-fit test (Q3580449)
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scientific article; zbMATH DE number 5769771
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| English | A characterization of the Marshall-Olkin dependence function and a goodness-of-fit test |
scientific article; zbMATH DE number 5769771 |
Statements
12 August 2010
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bivariate extreme value distribution
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bivariate generalized Pareto distribution
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Pickands representation
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dependence function
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0.8041865229606628
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0.7952232956886292
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0.7829990386962891
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0.7773979306221008
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0.7690548300743103
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