Domain of Multivariate Attraction via Angular Decomposition

DOI10.1081/STA-120024470zbMath1130.62338MaRDI QIDQ4428262

Michael Falk

Publication date: 14 September 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)

Cites Work

• On Pickands coordinates in arbitrary dimensions
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