Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
DOI10.1111/SJOS.12245zbMATH Open1394.62064OpenAlexW2521031254MaRDI QIDQ2965539FDOQ2965539
Authors: Alexis Bienvenüe, C. Y. Robert 
Publication date: 3 March 2017
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12245
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Cited In (12)
- Exploiting occurrence times in likelihood inference for componentwise maxima
- High-dimensional inference using the extremal skew-\(t\) process
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- Estimation and uncertainty quantification for extreme quantile regions
- Conditioning exceedances on covariate processes
- Likelihood estimators for multivariate extremes
- On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions
- Extremes on river networks
- Spectral density ratio models for multivariate extremes
- A Mixture Model for Multivariate Extremes
- Full likelihood inference for max-stable data
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
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