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Publication:3580449
zbMath1193.62088MaRDI QIDQ3580449
Michael Falk, Rolf-Dieter Reiss
Publication date: 12 August 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dependence functionbivariate extreme value distributionbivariate generalized Pareto distributionPickands representation
Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
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Marshall and Olkin's distributions ⋮ On Pickands coordinates in arbitrary dimensions ⋮ On the distribution of Pickands coordinates in bivariate EV and GP models ⋮ Recent developments about Marshall-Olkin bivariate distribution
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