𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stereology of Extremes; Bivariate Models and Computation

✍ Scribed by Viktor Beneš; Karel Bodlák; Daniel Hlubinka

Book ID
111559387
Publisher
Springer US
Year
2003
Tongue
English
Weight
567 KB
Volume
5
Category
Article
ISSN
1387-5841

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📜 SIMILAR VOLUMES

A characterization of the rate of conver
A characterization of the rate of convergence in bivariate extreme value models
✍ Michael Falk; Rolf Dieter Reiss 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 111 KB

It is well known that the rate of convergence of the extremes in an iid sample of univariate random variables is determined by the distance of the underlying distribution from a generalized Pareto distribution. We extend this result to higher dimensions.