A construction principle for multivariate extreme value distributions
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Publication:3174192
DOI10.1093/BIOMET/ASR034zbMATH Open1230.62073OpenAlexW2013443415MaRDI QIDQ3174192FDOQ3174192
Authors: Felix Ballani, M. Schlather 
Publication date: 12 October 2011
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asr034
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- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
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- Simulating flood event sets using extremal principal components
- Maxima of independent, non-identically distributed Gaussian vectors
- A Conditional Approach for Multivariate Extreme Values (with Discussion)
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- A Euclidean Likelihood Estimator for Bivariate Tail Dependence
- Conditioned limit laws for inverted max-stable processes
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
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