The limiting copula of the two largest order statistics of independent and identically distributed samples

zbMath1272.62035MaRDI QIDQ367566

Marco Aurélio Sanfins, Beatriz Vaz de Melo Mendes

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

copulas\(r\)-largest extreme value modelcatastrophic risksmeta-extremal distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (2)

On the copula for multivariate extreme value distributions ⋮ Constructing copulas from shock models with imprecise distributions

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