On approximating max-stable processes and constructing extremal copula functions (Q625312)
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scientific article; zbMATH DE number 5851806
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximating max-stable processes and constructing extremal copula functions |
scientific article; zbMATH DE number 5851806 |
Statements
On approximating max-stable processes and constructing extremal copula functions (English)
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15 February 2011
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extreme value distribution
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max-stable process
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copula
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order statistics
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non-standard estimators
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0.9086472
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0.9068818
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0.9052458
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0.90080357
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0.90024596
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0.8959686
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0.89278936
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