Estimation of the angular density in bivariate generalized Pareto models (Q5400787)
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scientific article; zbMATH DE number 6268730
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| default for all languages | No label defined |
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| English | Estimation of the angular density in bivariate generalized Pareto models |
scientific article; zbMATH DE number 6268730 |
Statements
Estimation of the angular density in bivariate generalized Pareto models (English)
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12 March 2014
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extreme value theory
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generalized Pareto distribution
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peaks over threshold
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angular density
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0.759401798248291
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0.758945107460022
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0.7397341728210449
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0.734137773513794
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0.731349527835846
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