Bivariate extension of the Pickands–Balkema–de Haan theorem

Mario V. Wüthrich

Annales de l'I.H.P. Probabilités et statistiques (2004)

  • Volume: 40, Issue: 1, page 33-41
  • ISSN: 0246-0203

How to cite


Wüthrich, Mario V.. "Bivariate extension of the Pickands–Balkema–de Haan theorem." Annales de l'I.H.P. Probabilités et statistiques 40.1 (2004): 33-41. <>.

author = {Wüthrich, Mario V.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Archimedean copula; dependent random variables; extreme value theory; Pickands-Balkema-de Haan theorem},
language = {eng},
number = {1},
pages = {33-41},
publisher = {Elsevier},
title = {Bivariate extension of the Pickands–Balkema–de Haan theorem},
url = {},
volume = {40},
year = {2004},

AU - Wüthrich, Mario V.
TI - Bivariate extension of the Pickands–Balkema–de Haan theorem
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2004
PB - Elsevier
VL - 40
IS - 1
SP - 33
EP - 41
LA - eng
KW - Archimedean copula; dependent random variables; extreme value theory; Pickands-Balkema-de Haan theorem
UR -
ER -


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  13. [13] B. Schweizer, A. Sklar, Probabilistic Metric Spaces, North-Holland, New York, 1983. Zbl0546.60010MR790314
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  15. [15] A. Sklar, Fonctions de répartition à n dimensions et leurs marges, Publications de l'Institut de Statistique de l'Université de Paris8 (1959) 229-231. Zbl0100.14202MR125600
  16. [16] M.V. Wüthrich, Asymptotic value-at-risk estimates for sums of dependent random variables, Astin Bull.33 (1) (2003) 75-92. Zbl1098.62570MR1983861

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