Rates of convergence for bivariate extremes

Journal of Multivariate Analysis

Volumn 61, Issue 2, 1997, Pages 195-230

  De Haan, L ^a   Peng, L ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Second order regular variation; extremes; rate of convergence

Indexed keywords

EID: 0031139119     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1997.1669     Document Type: Article

References (8)

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5. Kaufmann E., Reiss R.-D. Approximates for multivariate exceedances. J. Statist. Planning Inference. 45:1995;235-245.
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