Approximations for bivariate extreme values

DOI10.1023/A:1009927321376zbMath0965.62045MaRDI QIDQ5936311

Saralees Nadarajah

Publication date: 11 July 2001

Published in: Extremes (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionsrates of convergencedomain of attractionbivariate extreme value distributions

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Approximations to statistical distributions (nonasymptotic) (62E17) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Peaks-over-threshold stability of multivariate generalized Pareto distributions ⋮ On Pickands coordinates in arbitrary dimensions ⋮ On the distribution of Pickands coordinates in bivariate EV and GP models

This page was built for publication: Approximations for bivariate extreme values