Statistics of Multivariate Extremes
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DOI10.2307/1403473zbMATH Open0715.62095OpenAlexW2328265659MaRDI QIDQ3201350FDOQ3201350
Authors:
Publication date: 1990
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403473
Recommendations
maximum likelihood estimatorskernel methodbivariate extremesmultivariate extreme value distributionsnonregular problems
Point estimation (62F10) Nonparametric estimation (62G05) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)
Cited In (61)
- Total positivity in multivariate extremes
- Distribution-function-based bivariate quantiles.
- Bivariate extreme analysis of Olympic swimming data
- Extreme dependence of multivariate catastrophic losses
- Multivariate extremes, aggregation and risk estimation
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- Estimating the probability of a rare event
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- Non-parametric estimators of multivariate extreme dependence functions
- A comparison of dependence function estimators in multivariate extremes
- Estimating the spectral measure of an extreme value distribution
- Simulation of multivariate extreme values
- On the non-parametric estimation of the bivariate extreme-value distributions
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- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Multivariate generalized Pareto distributions
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- Statistical learning theory for fitting multimodal distribution to rainfall data: an application
- Title not available (Why is that?)
- High-dimensional parametric modelling of multivariate extreme events
- Title not available (Why is that?)
- Modelling multivariate extreme value distributions
- On the distribution of Pickands coordinates in bivariate EV and GP models
- Bivariate extreme statistics. II
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
- MAX-stable models for multivariate extremes
- Bivariate distributions with given extreme value attractor
- Multivariate extreme‐value distributions with applications to environmental data
- An overview and open research topics in statistics of univariate extremes
- Nonparametric estimation of the dependence function in bivariate extreme value distributions
- Title not available (Why is that?)
- Estimating the tail-dependence coefficient: properties and pitfalls
- Multivariate extremes over a random number of observations
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- How to model multivariate extremes if one must?
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
- On Pickands coordinates in arbitrary dimensions
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables
- Likelihood estimators for multivariate extremes
- Approximation and estimation of very small probabilities of multivariate extreme events
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
- Estimating a multidimensional extreme-value distribution
- Stereology of extremes, bivariate models and computation
- Projection estimators of Pickands dependence functions
- Tail density estimation for exploratory data analysis using kernel methods
- Moment estimation for multivariate extreme value distribution
- Statistical Methods for Multivariate Extremes: An Application to Structural Design
- Multivariate extreme value distribution and its Fisher information matrix
- On kernel estimation of the second order rate parameter in multivariate extreme value statistics
- Spectral density ratio models for multivariate extremes
- Estimating the limit distribution of multivariate extremes
- A Mixture Model for Multivariate Extremes
- Title not available (Why is that?)
- On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
- Multiple maxima in multivariate samples
- A note on the representation of parametric models for multivariate extremes
- Extreme value statistics and traveling fronts: Various applications
- An extended Gaussian max-stable process model for spatial extremes
- Robust bounds in multivariate extremes
- Multivariate extremes, aggregation and dependence in elliptical distributions
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