Expansions of multivariate Pickands densities and testing the tail dependence
type: Item
instance of: scholarly article
title: Expansions of multivariate Pickands densities and testing the tail dependence
zbMATH Open document ID: 1159.62044
author: Melanie Frick
author: Rolf-Dieter Reiss
published in: Journal of Multivariate Analysis
publication date: 2009-04-21T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 5545815
zbMATH Keywords: extreme value dfs
zbMATH Keywords: generalized Pareto dfs
zbMATH Keywords: Pickands dependence function
zbMATH Keywords: tail independence
zbMATH Keywords: uniformly most powerful Neyman-Pearson tests
MaRDI profile type: Publication
full work available at URL: j.jmva.2008.10.012
OpenAlex ID: W1964644850
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DOI: 10.1016/J.JMVA.2008.10.012
description: scientific article; zbMATH DE number 5545815