It was 30 years ago today when Laurens de Haan went the multivariate way

DOI10.1007/S10687-007-0045-ZzbMath1164.62351OpenAlexW2047215542MaRDI QIDQ1003319

Michael Falk

Publication date: 28 February 2009

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-007-0045-z

zbMATH Keywords

spectral measuresmax-stable processesexponential measureshigher quantile curves

Mathematics Subject Classification ID

Multivariate analysis (62H99) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (3)

New characterizations of multivariate max-domain of attraction and \(D\)-norms ⋮ A multivariate piecing-together approach with an application to operational loss data ⋮ Extremes and regular variation

Uses Software

• ismev

Cites Work

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