The multivariate piecing-together approach revisited (Q443790)

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The multivariate piecing-together approach revisited
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    The multivariate piecing-together approach revisited (English)
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    13 August 2012
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    copula
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    copula process
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    D-norm
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    domain of multivariate attraction
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    empirical copula
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    GPD-copula
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    max-stable process
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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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    piecing-together approach
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