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Exceedance counts and GOD's order statistics - MaRDI portal

Exceedance counts and GOD's order statistics (Q6167555)

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scientific article; zbMATH DE number 7723382
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English
Exceedance counts and GOD's order statistics
scientific article; zbMATH DE number 7723382

    Statements

    title
    Exceedance counts and GOD's order statistics (English)
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    author
    Michael Falk
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    publication date
    7 August 2023
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    zbMATH Keywords
    multivariate extreme value theory
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    multivariate max-domain of attraction
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    fragility index
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    \(D\)-norm
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    generator of \(D\)-norm
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    multivariate exceedance
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    ordered \(D\)-norms
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    generalized Pareto distributions
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    generalized Pareto copula
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    Identifiers

    Mathematics Subject Classification ID
    60G70
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    62G32
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    62H05
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    zbMATH DE Number
    7723382
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    OpenAlex ID
    W4322621700
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