The multivariate piecing-together approach revisited
type: Item
instance of: scholarly article
title: The multivariate piecing-together approach revisited
zbMATH Open document ID: 1352.62072
author: Stefan Aulbach
author: Michael Falk
author: Martin Hofmann
published in: Journal of Multivariate Analysis
publication date: 2012-08-13T00:00:00Z
full work available at URL: https://arxiv.org/abs/1108.0920
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 6065055
zbMATH Keywords: copula
zbMATH Keywords: copula process
zbMATH Keywords: D-norm
zbMATH Keywords: domain of multivariate attraction
zbMATH Keywords: empirical copula
zbMATH Keywords: GPD-copula
zbMATH Keywords: max-stable process
zbMATH Keywords: multivariate extreme value distribution
zbMATH Keywords: multivariate generalized Pareto distribution
zbMATH Keywords: peaks-over-threshold
zbMATH Keywords: piecing-together approach
MaRDI profile type: Publication
OpenAlex ID: W2050904831
arXiv ID: 1108.0920
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DOI: 10.1016/J.JMVA.2012.02.002
description: scientific article; zbMATH DE number 6065055