Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions (Q2965539)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions |
scientific article |
Statements
Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions (English)
0 references
3 March 2017
0 references
high-dimensional extreme value distributions
0 references
high thresholding
0 references
likelihood and simulation-based likelihood inference
0 references
0 references
