Estimating a bivariate tail: a copula based approach (Q391665)
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scientific article; zbMATH DE number 6244391
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| English | Estimating a bivariate tail: a copula based approach |
scientific article; zbMATH DE number 6244391 |
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Estimating a bivariate tail: a copula based approach (English)
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10 January 2014
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extreme value theory
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peaks-over-threshold method
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Pickands-Balkema-de Haan theorem
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tail dependence
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0.92174596
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0.91164327
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0.91127706
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0.91054285
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0.9037032
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0.9015844
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