Modelling multivariate extreme value distributions (Q3203865)
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scientific article; zbMATH DE number 4180568
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling multivariate extreme value distributions |
scientific article; zbMATH DE number 4180568 |
Statements
Modelling multivariate extreme value distributions (English)
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1990
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generalized Pareto distribution
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multivariate exponential distribution
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nonregular estimation
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Multivariate extreme value distributions
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limiting joint distribution of normalized componentwise maxima/minima
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dependence structure
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trivariate extreme sea level data
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0.8710088729858398
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0.8649709224700928
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0.8621461391448975
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0.8572463989257812
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0.8401856422424316
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