|
|||||
|
|
Testing for a $$\delta $$ -neighborhood of a generalized Pareto copula |
|
| Authors: | Aulbach Stefan Falk Michael Fuller Timo |
| Institution: | 1.Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany ; |
| Abstract: | Annals of the Institute of Statistical Mathematics - A multivariate distribution function F is in the max-domain of attraction of an extreme value distribution if and only if this is true for the... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |