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Extreme behavior of bivariate elliptical distributions - MaRDI portal

Extreme behavior of bivariate elliptical distributions (Q997082)

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scientific article; zbMATH DE number 5173170
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English
Extreme behavior of bivariate elliptical distributions
scientific article; zbMATH DE number 5173170

    Statements

    Extreme behavior of bivariate elliptical distributions (English)
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    19 July 2007
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    componentwise maxima
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    elliptical distribution
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    Pickands' representation
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    regular variation
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    threshold exceedances
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