Two copulas associated with extremum

DOI10.3785/J.ISSN.1008-9497.2008.05.005MaRDI QIDQ3402953zbMATH OpenFDO

Authors Qin Wang, Lu Wang, Jianpeng Wang

Publication date 12 February 2010

zbMATH Keywords

Archimedean copulaextreme statisticsinversion method

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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(3)

• scientific article; zbMATH DE number 5115637 (Why is no real title available?)
• Extreme-value copulas associated with the expected scaled maximum of independent random variables
• The limiting copula of the two largest order statistics of independent and identically distributed samples

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