The multivariate piecing-together approach revisited (Q443790)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The multivariate piecing-together approach revisited |
scientific article; zbMATH DE number 6065055
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The multivariate piecing-together approach revisited |
scientific article; zbMATH DE number 6065055 |
Statements
The multivariate piecing-together approach revisited (English)
0 references
13 August 2012
0 references
copula
0 references
copula process
0 references
D-norm
0 references
domain of multivariate attraction
0 references
empirical copula
0 references
GPD-copula
0 references
max-stable process
0 references
multivariate extreme value distribution
0 references
multivariate generalized Pareto distribution
0 references
peaks-over-threshold
0 references
piecing-together approach
0 references
0.9159032702445984
0 references
0.754007875919342
0 references
0.7521744966506958
0 references
0.7394640445709229
0 references
0.7385426759719849
0 references
