In this paper, we are concerned with bivariate di erentiable models for joint extremes for dependent data sets. This question is often raised in hydrology and economics when the risk driven by two (or more) factors has to be quantiÿed. Here we give a full characterization of polynomial models by mea
✦ LIBER ✦
Bivariate Distributions with Given Extreme Value Attractor
✍ Scribed by Philippe Capéraà; Anne-Laure Fougères; Christian Genest
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 201 KB
- Volume
- 72
- Category
- Article
- ISSN
- 0047-259X
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