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Compound Poisson approximation for the distribution of extremes - MaRDI portal

Compound Poisson approximation for the distribution of extremes (Q4547106)

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scientific article; zbMATH DE number 1785736
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Compound Poisson approximation for the distribution of extremes
scientific article; zbMATH DE number 1785736

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    Compound Poisson approximation for the distribution of extremes (English)
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    19 February 2003
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    extreme values
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    point processes
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    exceedances
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    compound Poisson process
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    Wasserstein metric
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