Estimation of the angular density in bivariate generalized Pareto models

Statistics

Volumn 43, Issue 2, 2009, Pages 187-202

  Michel, René ^a  

^a Altran CIS GmbH   (Germany)

Author keywords

Angular density; Extreme value theory; Generalized Pareto distribution; Peaks over threshold

Indexed keywords

EID: 69249212447     PISSN: 02331888     EISSN: 10294910     Source Type: Journal    
DOI: 10.1080/02331880802190455     Document Type: Article

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