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Bivariate distributions with given extreme value attractor - MaRDI portal

Bivariate distributions with given extreme value attractor (Q1969723)

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scientific article; zbMATH DE number 1417319
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English
Bivariate distributions with given extreme value attractor
scientific article; zbMATH DE number 1417319

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    Bivariate distributions with given extreme value attractor (English)
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    4 June 2000
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    Archimedean copulas
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    bivariate threshold method
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    dependence functions
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    domains of attraction
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    extreme value distributions
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