Falk, Michael; Reiss, Rolf-Dieter On the distribution of Pickands coordinates in bivariate EV and GP models. (English) Zbl 1071.60036 J. Multivariate Anal. 93, No. 2, 267-295 (2005). Reviewer: Josef Steinebach (Köln) MSC: 60G70 60E10 62H05 × Cite Format Result Cite Review PDF Full Text: DOI
Falk, Michael The sample covariance is not efficient for elliptical distributions. (English) Zbl 0998.62052 J. Multivariate Anal. 80, No. 2, 358-377 (2002). MSC: 62H12 62H20 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Falk, Michael A note on the comedian for elliptical distributions. (English) Zbl 0914.62042 J. Multivariate Anal. 67, No. 2, 306-317 (1998). MSC: 62H05 62H20 62F35 × Cite Format Result Cite Review PDF Full Text: DOI