EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Pickands’ function"
Narrow search

Narrow search

Year of publication
Subject
All
Cauchy distribution 1 Extremal coefficient function 1 Fréchet distribution 1 Hüsler–Reiss distribution 1 Max-stable processes 1 Multivariate extremes 1 Pickands’ function 1 Sea-levels 1 Spatial extremes 1 Surge levels 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Padoan, Simone A. 1
Published in...
All
Journal of Multivariate Analysis 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Extreme dependence models based on event magnitude
Padoan, Simone A. - In: Journal of Multivariate Analysis 122 (2013) C, pp. 1-19
By considering pointwise maxima of independent stationary random processes with dependent Cauchy marginals, we define a new process whose univariate limit distributions are Fréchet and the bivariate distributions interpolate between independence and complete dependence. The limiting dependence...
Persistent link: https://www.econbiz.de/10011042085
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...