Bivariate extreme value distributions based on polynomial dependence functions
DOI10.1002/MMA.525zbMATH Open1095.62061OpenAlexW2035596283MaRDI QIDQ5486377FDOQ5486377
Authors: Claudia Klüppelberg, Angelika May 
Publication date: 6 September 2006
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.525
Recommendations
- A polynomial model for bivariate extreme value distributions
- Bivariate extreme value theory: Models and estimation
- scientific article; zbMATH DE number 4100399
- Distribution and dependence-function estimation for bivariate extreme-value distributions.
- Modelling multivariate extreme value distributions
dependence measuredependence functionbivariate extreme value distributionsPickands' representation theorem
Characteristic functions; other transforms (60E10) Multivariate distribution of statistics (62H10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cites Work
Cited In (9)
- Dense classes of multivariate extreme value distributions
- A new class of models for bivariate joint tails
- A polynomial model for bivariate extreme value distributions
- Polynomial Pickands functions
- Inference for asymptotically independent samples of extremes
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
- Properties of extremal dependence models built on bivariate MAX-linearity
- Robust bounds in multivariate extremes
- Consistency of Bayesian inference for multivariate max-stable distributions
This page was built for publication: Bivariate extreme value distributions based on polynomial dependence functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5486377)
