Multivariate extreme value analysis
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Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Multivariate analysis (62H99)
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- Multivariate extreme value theory -- a tutorial
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- Extreme value analysis of multivariate high-frequency wind speed data
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- An Extreme Value Analysis for the Investigation into the Sinking of the M. V. Derbyshire
- Statistics for near independence in multivariate extreme values
- Ordered Multivariate Extremes
- Multivariate extreme‐value distributions with applications to environmental data
- A dependence measure for multivariate and spatial extreme values: Properties and inference
- Statistical models and methods for dependence in insurance data
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
- Multivariate extreme value theory and its usefulness in understanding risk
- Determining the dependence structure of multivariate extremes
- Multivariate extreme value analysis and its relevance in a metallographical application
- Multivariate extremes over a random number of observations
- Max-autoregressive and moving maxima models for extremes
- How to model multivariate extremes if one must?
- Extreme dependence of multivariate catastrophic losses
- Regression models to dependence for exceedance
- Extreme dependence models
- Multivariate generalized Pareto distributions
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