Two copulas associated with extremum

DOI10.3785/J.ISSN.1008-9497.2008.05.005zbMATH Open1199.60188MaRDI QIDQ3402953FDOQ3402953

Authors: Qin Wang, Lu Wang, Jianpeng Wang 

Publication date: 12 February 2010

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zbMATH Keywords

Archimedean copulaextreme statisticsinversion method

Mathematics Subject Classification ID

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

Cited In (3)

• Title not available (Why is that?)
• 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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