Bivariate extension of the Pickands-Balkema-de Haan theorem. (Q1426654)
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scientific article; zbMATH DE number 2057144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate extension of the Pickands-Balkema-de Haan theorem. |
scientific article; zbMATH DE number 2057144 |
Statements
Bivariate extension of the Pickands-Balkema-de Haan theorem. (English)
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15 March 2004
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Archimedean copula
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dependent random variables
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extreme value theory
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Pickands-Balkema-de Haan theorem
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