Dense classes of multivariate extreme value distributions
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Cites work
- A method for simulating stable random vectors
- A method of moments estimator of tail dependence
- An M-estimator for tail dependence in arbitrary dimensions
- Bivariate Exponential Distributions
- Bivariate extreme statistics. I
- Bivariate extreme value distributions based on polynomial dependence functions
- Bivariate extreme value theory: Models and estimation
- Heavy-Tail Phenomena
- How to integrate a polynomial over a simplex
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- Limit theory for multivariate sample extremes
- Metrics for multivariate stable distributions
- Modelling multivariate extreme value distributions
- Models for dependent extremes using stable mixtures
- Point processes and multivariate extreme values
- Simulating multivariate extreme value distributions of logistic type
- Statistics of Extremes
- The behavior of multivariate maxima of moving maxima processes
Cited in
(20)- Sensitivity of the limit shape of sample clouds from meta densities
- Exploration and inference in spatial extremes using empirical basis functions
- Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise
- \(k\)-means clustering of extremes
- Inference for Archimax copulas
- Multivariate Archimax copulas
- Estimating an extreme Bayesian network via scalings
- Equivalent representations of max-stable processes via ^p-norms
- CRPS M-estimation for max-stable models
- Properties of extremal dependence models built on bivariate MAX-linearity
- Polynomial Pickands functions
- Modeling multivariate extremes
- Simultaneous autoregressive models for spatial extremes
- Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning
- Causal discovery in heavy-tailed linear structural equation models via scalings
- On estimation and order selection for multivariate extremes via clustering
- Extreme value statistics for analysing simulated environmental extremes
- Editorial: EVA (2023) conference data challenge
- Causal analysis of extreme risk in a network of industry portfolios
- Meta densities and the shape of their sample clouds
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