HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS (Q2802729)

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HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS
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    HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS (English)
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    27 April 2016
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    Markov chain Monte Carlo
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    maxima
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    multivariate extreme value distribution
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    positive stable distribution
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    sea-level
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