Extreme Value Theory (EVT) offers a rigorous framework for the statistical analysis of rare, high-impact events by focusing on the tail behaviour of distributions. This theory underpins methodologies ...
Starting from the characterization of extreme-value copulas based on max-stability, largesample tests of extreme-value dependence for multivariate copulas are studied. The two key ingredients of the ...
This is a preview. Log in through your library . Abstract We study a Monte Carlo algorithm that is based on a specific (randomly shifted and dilated) lattice point ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback