A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (Q2061759)
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scientific article; zbMATH DE number 7450085
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A study of bivariate generalized Pareto distribution and its dependence structure among model parameters |
scientific article; zbMATH DE number 7450085 |
Statements
A study of bivariate generalized Pareto distribution and its dependence structure among model parameters (English)
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21 December 2021
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generalized Pareto distribution
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ageing property
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stochastic ordering
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bivariate copula
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local dependence function
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