Inference for bivariate extremes via a semi-parametric angular-radial model

DOI10.1007/S10687-024-00492-2MaRDI QIDQ6971296zbMATH OpenFDO

Authors Callum John Rowlandson Murphy-Barltrop, Ed Mackay, Philip Jonathan

Publication date 16 June 2025

Published in Extremes (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10687-024-00492-2

zbMATH Keywords

coordinate systemsextremal dependencegeneralised additive modelsmultivariate extremes

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12)

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Cited in

(1)

• Generative machine learning for multivariate angular simulation

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