Simulation of multivariate extreme values (Q4942508)
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scientific article; zbMATH DE number 1419611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of multivariate extreme values |
scientific article; zbMATH DE number 1419611 |
Statements
Simulation of multivariate extreme values (English)
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4 June 2000
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bivariate extreme values
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multivariate extreme values
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Poisson process
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rejection method
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simulation
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