On approximating max-stable processes and constructing extremal copula functions
Year of publication: |
2009
|
---|---|
Authors: | Zhang, Zhengjun |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 12.2009, 1, p. 89-114
|
Publisher: |
Springer |
Subject: | Extreme value distribution | Max-stable process | Copula | Order statistics | Non-standard estimators |
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