Domain of Multivariate Attraction via Angular Decomposition

DOI10.1081/STA-120024470zbMATH Open1130.62338MaRDI QIDQ4428262FDOQ4428262

Authors: Michael Falk 

Publication date: 14 September 2003

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

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• scientific article; zbMATH DE number 3903649

Mathematics Subject Classification ID

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

Cites Work

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• On Pickands coordinates in arbitrary dimensions

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