Bivariate extreme value distributions based on polynomial dependence functions

Mathematical Methods in the Applied Sciences

Volumn 29, Issue 12, 2006, Pages 1467-1480

  Klüppelberg, Claudia ^a   May, Angelika ^b  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

^b CENTER OF ADVANCED EUROPEAN STUDIES AND RESEARCH CAESAR   (Germany)

Author keywords

Bivariate extreme value distributions; Dependence function; Dependence measure; Pickands' representation theorem

Indexed keywords

DATA STRUCTURES; ECONOMICS; FUNCTIONS; HYDROLOGY; POLYNOMIAL APPROXIMATION; VECTOR QUANTIZATION;

BIVARIATE DIFFERENTIABLE MODELS; DEPENDENCE FUNCTION; POLYNOMIAL DEPENDENCE FUNCTIONS; POLYNOMIAL MODELS;

MATHEMATICAL MODELS;

EID: 33746278693     PISSN: 01704214     EISSN: 10991476     Source Type: Journal    
DOI: 10.1002/mma.525     Document Type: Article

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