A characterization of the rate of convergence in bivariate extreme value models

Statistics and Probability Letters

Volumn 59, Issue 4, 2002, Pages 341-351

  Falk, Michael ^a,b   Reiss, Rolf Dieter ^a,b  

^a UNIVERSITY OF WÜRZBURG   (Germany)

^b UNIVERSITY OF SIEGEN   (Germany)

Author keywords

neighborhood; Bivariate max stable distribution; Generalized pareto distribution; Pickands representation; Spectral decomposition; Von Mises condition

Indexed keywords

EID: 0036790214     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00209-2     Document Type: Article

References (20)

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