Multivariate extreme value theory -- a tutorial
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Publication:2249913
DOI10.2478/demo-2014-0003zbMath1291.62105OpenAlexW1996717663MaRDI QIDQ2249913
Nicolas Roche, Sylvie Parey, Anne Dutfoy
Publication date: 4 July 2014
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/demo-2014-0003
Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
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