Domain of Multivariate Attraction via Angular Decomposition

DOI10.1081/STA-120024470MaRDI QIDQ4428262zbMATH OpenFDO

Authors Michael Falk

Publication date 14 September 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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• On Pickands coordinates in arbitrary dimensions

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