Extreme Value Theory and Archimedean Copulas (Q5430577)
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scientific article; zbMATH DE number 5220302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme Value Theory and Archimedean Copulas |
scientific article; zbMATH DE number 5220302 |
Statements
Extreme Value Theory and Archimedean Copulas (English)
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16 December 2007
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Archimedean copula
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dependent risk
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extreme value theory
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maximum domain of attraction
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Fisher-Gnedenko-Tippett theorem
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