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Detecting a conditional extreme value model - MaRDI portal

Detecting a conditional extreme value model (Q650748)

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Detecting a conditional extreme value model
scientific article

    Statements

    title
    Detecting a conditional extreme value model (English)
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    author
    Bikramjit Das
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    Sidney I. Resnick
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    published in
    Extremes
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    publication date
    27 November 2011
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    zbMATH Keywords
    regular variation
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    domain of attraction
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    heavy tails
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    asymptotic independence
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    conditional extreme value model
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    Identifiers

    Mathematics Subject Classification ID
    60G70
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    62G32
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    60B10
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    zbMATH DE Number
    5981310
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    OpenAlex ID
    W3100865889
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    arXiv ID
    0902.2996
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