It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319): Difference between revisions

The theory of multivariate max-stable distributions and max-stable processes is overviewed. Representations are discussed based on the exponent, angular and spectral measures (such as de Haan-Resnik and Pickands representations). Statistical estimation of the exponential measure, its applications to higher quantile curves estimation and confidence intervals construction are considered.