Rates of Convergence for Bivariate Extremes
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References listed on IDEAS
- Omey, E. & Rachev, S. T., 1991. "Rates of convergence in multivariate extreme value theory," Journal of Multivariate Analysis, Elsevier, vol. 38(1), pages 36-50, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Falk, Michael & Reiss, Rolf Dieter, 2002. "A characterization of the rate of convergence in bivariate extreme value models," Statistics & Probability Letters, Elsevier, vol. 59(4), pages 341-351, October.
- Falk, Michael & Reiss, Rolf-Dieter, 2005. "On Pickands coordinates in arbitrary dimensions," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 426-453, February.
- Laurens F.M. de Haan & Liang Peng & T.T. Pereira, 1997. "A Bootstrap-based Method to Achieve Optimality in Estimating the Extreme-value Index," Tinbergen Institute Discussion Papers 97-099/4, Tinbergen Institute.
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KeywordsSecond order regular variation extremes rate of convergence;
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