Bivariate distributions with given extreme value attractor

DOI10.1006/jmva.1999.1845zbMath0978.62043OpenAlexW2111822553MaRDI QIDQ1969723

Philippe Capéraà, Anne-Laure Fougères, Christian Genest

Publication date: 4 June 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1845

zbMATH Keywords

extreme value distributions Archimedean copulas domains of attraction dependence functions bivariate threshold method

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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