Simulation of multivariate extreme values (Q4942508)

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scientific article; zbMATH DE number 1419611
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Simulation of multivariate extreme values
scientific article; zbMATH DE number 1419611

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    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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