A study of bivariate generalized Pareto distribution and its dependence structure among model parameters

DOI10.1007/S13571-020-00224-ZzbMath1484.62060OpenAlexW3013531647MaRDI QIDQ2061759

Yanyan Li

Publication date: 21 December 2021

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-020-00224-z

zbMATH Keywords

stochastic orderinggeneralized Pareto distributionlocal dependence functionbivariate copulaageing property

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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