Bivariate extension of the Pickands-Balkema-de Haan theorem

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 40, Issue 1, 2004, Pages 33-41

  Wüthrich, Mario V ^a  

^a Winterthur Insurance Company   (Switzerland)

Author keywords

Archimedean copula; Dependent random variables; Extreme value theory; Pickands Balkema de Haan theorem

Indexed keywords

EID: 0742324188     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2003.03.002     Document Type: Article

References (16)

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