Best Attainable Rates of Convergence for
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Holger Drees; Xin Huang
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Article
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1998
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Elsevier Science
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English
β 478 KB
It is well known that a bivariate distribution belongs to the domain of attraction of an extreme value distribution G if and only if the marginals belong to the domain of attraction of the univariate marginal extreme value distributions and the dependence function converges to the stable tail depend