A note on the representation of parametric models for multivariate extremes

DOI10.1007/S10687-008-0076-0MaRDI QIDQ626291zbMATH OpenOpenAlexFDO

Authors Marc-Olivier Boldi

Publication date 22 February 2011

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-008-0076-0

zbMATH Keywords

Dirichlet distributionmultivariate extremeslogistic distributionspectral distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 409721 (Why is no real title available?)
• scientific article; zbMATH DE number 469373 (Why is no real title available?)
• scientific article; zbMATH DE number 1454116 (Why is no real title available?)
• An introduction to statistical modeling of extreme values
• Simulating multivariate extreme value distributions of logistic type
• Statistics of Extremes

Cited in

(5)

• Simulating multivariate extreme value distributions of logistic type
• scientific article; zbMATH DE number 69462 (Why is no real title available?)
• Parametric models for distributions when interest is in extremes with an application to daily temperature
• Extremal attractors of Liouville copulas
• A semi-parametric stochastic generator for bivariate extreme events

Describes a project that uses

Uses Software

• ismev

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