Generalized Pareto copulas: A key to multivariate extremes
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DOI: 10.1016/j.jmva.2019.104538
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Cited by:
- Nurulkamal Masseran, 2021. "Modeling the Characteristics of Unhealthy Air Pollution Events: A Copula Approach," IJERPH, MDPI, vol. 18(16), pages 1-18, August.
- Hansjörg Albrecher & Martin Bladt & Mogens Bladt, 2021. "Multivariate matrix Mittag–Leffler distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(2), pages 369-394, April.
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More about this item
Keywords
Confidence interval; Copula; D-norm; Domain of attraction; Exceedance probability; Exceedance stability; Generalized Pareto copula; Multivariate generalized Pareto distribution; Multivariate max-stable distribution;All these keywords.
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