Spin-off Extreme Value and Archimedean copulas for estimating the bivariate structural risk

Author:

Pappadà R.,Perrone E.,Durante F.,Salvadori G.

Publisher

Springer Science and Business Media LLC

Subject

General Environmental Science,Safety, Risk, Reliability and Quality,Water Science and Technology,Environmental Chemistry,Environmental Engineering

Reference65 articles.

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3. Wiley series in probability and statistics;J Beirlant,2004

4. Ben Ghorbal N, Genest C, Nešlehová J (2009) On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence. Can J Stat 37(2):1–19

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