A construction principle for multivariate extreme value distributions
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Publication:3174192
DOI10.1093/biomet/asr034zbMath1230.62073OpenAlexW2013443415MaRDI QIDQ3174192
Martin Schlather, Felix Ballani
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
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
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