The multivariate piecing-together approach revisited (Q443790)
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scientific article; zbMATH DE number 6065055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multivariate piecing-together approach revisited |
scientific article; zbMATH DE number 6065055 |
Statements
The multivariate piecing-together approach revisited (English)
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13 August 2012
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copula
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copula process
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D-norm
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domain of multivariate attraction
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empirical copula
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GPD-copula
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max-stable process
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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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piecing-together approach
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