Bivariate Distributions with Given Extreme Value Attractor

Journal of Multivariate Analysis

Volumn 72, Issue 1, 2000, Pages 30-49

  Capéraà, Philippe ^a   Fougères, Anne Laure ^b   Genest, Christian ^a  

^a UNIVERSITÉ LAVAL   (Canada)

^b INSA   (France)

Author keywords

Archimedean copulas; Bivariate threshold method; Dependence functions; Domains of attraction; Extreme value distributions

Indexed keywords

EID: 0007321991     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1999.1845     Document Type: Article

References (43)

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