Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Detecting breaks in the dependence of multivariate extreme-value distributions |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting breaks in the dependence of multivariate extreme-value distributions |
scientific article |
Statements
Detecting breaks in the dependence of multivariate extreme-value distributions (English)
0 references
25 July 2017
0 references
copula
0 references
hydrological applications
0 references
multivariate block maxima
0 references
Pickands dependence function
0 references
resampling
0 references
sequential empirical processes
0 references
0 references
0 references
0 references
0.9151949
0 references
0 references
0.88413143
0 references
0.8815786
0 references
0.87778234
0 references
0.8705714
0 references
