Detecting a conditional extreme value model (Q650748)
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scientific article; zbMATH DE number 5981310
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Detecting a conditional extreme value model |
scientific article; zbMATH DE number 5981310 |
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Detecting a conditional extreme value model (English)
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27 November 2011
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regular variation
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domain of attraction
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heavy tails
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asymptotic independence
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conditional extreme value model
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0.8877994
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0.8726884
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0.8663276
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0.8638941
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0.85871065
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