The limiting copula of the two largest order statistics of independent and identically distributed samples (Q367566)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6208431
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The limiting copula of the two largest order statistics of independent and identically distributed samples |
scientific article; zbMATH DE number 6208431 |
Statements
The limiting copula of the two largest order statistics of independent and identically distributed samples (English)
0 references
16 September 2013
0 references
catastrophic risks
0 references
copulas
0 references
meta-extremal distributions
0 references
\(r\)-largest extreme value model
0 references
0.8247544169425964
0 references
0.7868696451187134
0 references
0.7846101522445679
0 references
0.7822195291519165
0 references
0.7804076075553894
0 references
