The pairwise beta distribution: A flexible parametric multivariate model for extremes

DOI10.1016/J.JMVA.2010.04.007zbMath1203.62104OpenAlexW2062689345WikidataQ116752846 ScholiaQ116752846MaRDI QIDQ990894

Richard A. Davis, Daniel Cooley, Philippe Naveau

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.007

zbMATH Keywords

spectral measurethreshold exceedancesmultivariate regular variationangular measure

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11) Applications of statistics to environmental and related topics (62P12) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics of extreme values; tail inference (62G32)

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