A characterization of the rate of convergence in bivariate extreme value models

DOI10.1016/S0167-7152(02)00209-2zbMath1017.62046OpenAlexW1987605925MaRDI QIDQ1871292

Rolf-Dieter Reiss, Michael Falk

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00209-2

zbMATH Keywords

rate of convergencedelta-neighborhood

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items

Multivariate generalized Pareto distributions, On Pickands coordinates in arbitrary dimensions, On the distribution of Pickands coordinates in bivariate EV and GP models, Max-stable processes and the functional \(D\)-norm revisited, Likelihood estimators for multivariate extremes

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