Bivariate extreme value distributions based on polynomial dependence functions
From MaRDI portal
(Redirected from Publication:5486377)
bivariate extreme value distributionsdependence functiondependence measurePickands' representation theorem
Characteristic functions; other transforms (60E10) 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) Multivariate distribution of statistics (62H10)
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
Cited in
(10)- Inference for asymptotically independent samples of extremes
- Robust bounds in multivariate extremes
- A polynomial model for bivariate extreme value distributions
- Consistency of Bayesian inference for multivariate max-stable distributions
- A new class of models for bivariate joint tails
- Dense classes of multivariate extreme value distributions
- Properties of extremal dependence models built on bivariate MAX-linearity
- Polynomial Pickands functions
- Modeling multimodal bivariate extreme values: theory, estimation, and applications
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
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)
