Extreme behavior of bivariate elliptical distributions (Q997082)
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scientific article; zbMATH DE number 5173170
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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