Modeling multivariate extremes

DOI10.1002/WICS.1652MaRDI QIDQ6604377zbMATH OpenFDO

Authors John P. Nolan

Publication date 12 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/WICS.1652

zbMATH Keywords

extremesmax-stablemultivariate modeling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A history of the central limit theorem. From classical to modern probability theory
• A Mixture Model for Multivariate Extremes
• An introduction to statistical modeling of extreme values
• Calcul des probabilités.
• Decompositions of dependence for high-dimensional extremes
• Dense classes of multivariate extreme value distributions
• Extreme value theory. An introduction.
• Extreme Values in Finance, Telecommunications, and the Environment
• Heavy-Tail Phenomena
• scientific article; zbMATH DE number 3820920 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 1454116 (Why is no real title available?)
• Limit theory for multivariate sample extremes
• Limiting forms of the frequency distribution of the largest or smallest member of a sample.
• Statistics of Extremes
• Sur la distribution limite du terme maximum d'une série aléatoire
• Univariate stable distributions. Models for heavy tailed data

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