A multivariate piecing-together approach with an application to operational loss data (Q418229)
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scientific article; zbMATH DE number 6038703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate piecing-together approach with an application to operational loss data |
scientific article; zbMATH DE number 6038703 |
Statements
A multivariate piecing-together approach with an application to operational loss data (English)
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28 May 2012
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copula
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domain of multivariate attraction
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GPD copula
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multivariate extreme value distribution
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multivariate generalized Pareto distribution
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peaks over threshold
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