17 citations · 88 across the 18 of their papers we have counts for
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math.ST2013
Testing for a δ-neighborhood of a generalized Pareto copula
Stefan Aulbach, Michael Falk
A multivariate distribution function F is in the max-domain of attraction of an extreme value distribution if and only if this is true for the copula corresponding to F and its uni…
math.ST2013★ 1 cited
On Idempotent D-Norms
Michael Falk
Replacing the spectral measure by a random vector $\bfZ$ allows the representation of a max-stable distribution on with standard negative margins via a norm, called \emph{$D…