Publication:5262088

zbMath1316.62072MaRDI QIDQ5262088

G. Salvadori, Fabrizio Durante, Elisa Perrone

Publication date: 13 July 2015

Full work available at URL: http://journal-sfds.fr/article/view/161/

zbMATH Keywords

copulas; risk assessment; Kendall's distribution function; multivariate return periods

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62G05: Nonparametric estimation

62H05: Characterization and structure theory for multivariate probability distributions; copulas

86A32: Geostatistics