It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319)
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scientific article; zbMATH DE number 5520596
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| English | It was 30 years ago today when Laurens de Haan went the multivariate way |
scientific article; zbMATH DE number 5520596 |
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It was 30 years ago today when Laurens de Haan went the multivariate way (English)
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28 February 2009
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The theory of multivariate max-stable distributions and max-stable processes is overviewed. Representations are discussed based on the exponent, angular and spectral measures (such as de Haan-Resnik and Pickands representations). Statistical estimation of the exponential measure, its applications to higher quantile curves estimation and confidence intervals construction are considered.
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spectral measures
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max-stable processes
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higher quantile curves
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exponential measures
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0.7506887316703796
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0.7485862374305725
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0.7325606942176819
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