Modelling the Dependence of Parametric Bivariate Extreme Value Copulas
- 15 August 2009
- journal article
- Published by Science Alert in Asian Journal of Mathematics & Statistics
- Vol. 2 (3), 41-54
- https://doi.org/10.3923/ajms.2009.41.54
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- An Introduction to CopulasPublished by Springer Science and Business Media LLC ,1999
- Random variables, distribution functions, and copulas---a personal look backward and forwardPublished by Institute of Mathematical Statistics ,1996
- Bivariate extreme value theory: Models and estimationBiometrika, 1988
- Extreme Values, Regular Variation and Point ProcessesPublished by Springer Science and Business Media LLC ,1987