A multivariate piecing-together approach with an application to operational loss data (Q418229)
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scientific article; zbMATH DE number 6038703
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| English | A multivariate piecing-together approach with an application to operational loss data |
scientific article; zbMATH DE number 6038703 |
Statements
A multivariate piecing-together approach with an application to operational loss data (English)
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28 May 2012
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copula
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domain of multivariate attraction
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GPD copula
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multivariate extreme value distribution
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multivariate generalized Pareto distribution
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peaks over threshold
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0.9159032702445984
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0.757235586643219
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0.7494832873344421
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0.7473911046981812
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0.7431368827819824
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