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• W3121646648 abstract "This paper exploits a stochastic representation of bivariate elliptical distributions in order to obtain asymptotic results which are determined by the tail behavior of the generator. Under certain specified assumptions, we present the limiting distribution of componentwise maxima, the limiting upper copula, and a bivariate version of the classical peaks over threshold result." @default.
• W3121646648 created "2021-02-01" @default.
• W3121646648 creator A5031002930 @default.
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• W3121646648 date "2007-07-01" @default.
• W3121646648 modified "2023-09-27" @default.
• W3121646648 title "Extreme behavior of bivariate elliptical distributions" @default.
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• W3121646648 doi "https://doi.org/10.1016/j.insmatheco.2006.09.002" @default.
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