Generalized Pareto copulas: a key to multivariate extremes (Q2008230)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Pareto copulas: a key to multivariate extremes |
scientific article |
Statements
Generalized Pareto copulas: a key to multivariate extremes (English)
0 references
22 November 2019
0 references
confidence interval
0 references
copula
0 references
\(D\)-norm
0 references
domain of attraction
0 references
exceedance probability
0 references
exceedance stability
0 references
generalized Pareto copula
0 references
multivariate generalized Pareto distribution
0 references
multivariate max-stable distribution
0 references
0 references
0 references
0 references
0 references
