On the distribution of Pickands coordinates in bivariate EV and GP models
type: Item
instance of: scholarly article
title: On the distribution of Pickands coordinates in bivariate EV and GP models
zbMATH Open document ID: 1071.60036
author: Michael Falk
author: Rolf-Dieter Reiss
published in: Journal of Multivariate Analysis
publication date: 2005-05-12T00:00:00Z
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60E10
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 2167801
zbMATH Keywords: Max-stable distribution
zbMATH Keywords: bivariate generalized Pareto distribution
zbMATH Keywords: Pickands representation
zbMATH Keywords: dependence function
zbMATH Keywords: Peaks-over-threshold approach (POT)
zbMATH Keywords: local asymptotic normality (LAN)
zbMATH Keywords: Hájek-LeCam convolution theorem
describes a project that uses: ismev
MaRDI profile type: Publication
full work available at URL: j.jmva.2004.02.017
OpenAlex ID: W2077766268
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DOI: 10.1016/J.JMVA.2004.02.017
description: scientific article; zbMATH DE number 2167801