On Pickands coordinates in arbitrary dimensions
type: Item
instance of: scholarly article
title: On Pickands coordinates in arbitrary dimensions
zbMATH Open document ID: 1068.60025
author: Michael Falk
author: Rolf-Dieter Reiss
published in: Journal of Multivariate Analysis
publication date: 2005-02-23T00:00:00Z
Mathematics Subject Classification ID: 60E10
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 2137566
zbMATH Keywords: extreme value distribution
zbMATH Keywords: max-stable distribution
zbMATH Keywords: generalized Pareto distribution
zbMATH Keywords: Pickands representation
zbMATH Keywords: dependence function
zbMATH Keywords: spectral decomposition
zbMATH Keywords: spectral \(\delta\)-neighborhood
zbMATH Keywords: Pickands transform
describes a project that uses: ismev
MaRDI profile type: Publication
full work available at URL: j.jmva.2003.10.006
OpenAlex ID: W2069890537
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DOI: 10.1016/J.JMVA.2003.10.006
description: scientific article; zbMATH DE number 2137566