Simulation of multivariate extreme values
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Publication:4942508
DOI10.1080/00949659908811942zbMath0940.62046OpenAlexW2049587207WikidataQ126247238 ScholiaQ126247238MaRDI QIDQ4942508
Publication date: 4 June 2000
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/6549
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Related Items (4)
Multivariate Archimax copulas ⋮ A general approach to generate random variates for multivariate copulae ⋮ An Alternative Point Process Framework for Modeling Multivariate Extreme Values ⋮ Simulation of certain multivariate generalized Pareto distributions
Cites Work
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- Families of min-stable multivariate exponential and multivariate extreme value distributions
- Maxima of Poisson-like variables and related triangular arrays
- Modelling multivariate extreme value distributions
- Bivariate extreme value theory: Models and estimation
- Statistics for near independence in multivariate extreme values
- Markov chain models for threshold exceedances
- Estimating Probabilities of Extreme Sea-Levels
- Statistical Methods for Multivariate Extremes: An Application to Structural Design
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