Max-stable models for multivariate extremes
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Publication:2921615
zbMath1297.62121arXiv1204.0332MaRDI QIDQ2921615
Publication date: 13 October 2014
Full work available at URL: https://arxiv.org/abs/1204.0332
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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