On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions

DOI10.1093/biomet/asv029zbMath1452.62612arXiv1410.6733OpenAlexW1934366382MaRDI QIDQ3455816

Jennifer L. Wadsworth

Publication date: 11 December 2015

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.6733

zbMATH Keywords

logistic modellikelihood inferenceestimation biasmultivariate extreme value theory

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09) Generalized linear models (logistic models) (62J12) Extreme value theory; extremal stochastic processes (60G70)

Related Items (7)

Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang ⋮ A modeler's guide to extreme value software ⋮ Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions ⋮ High-dimensional inference using the extremal skew-\(t\) process ⋮ Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes ⋮ Probabilities of Concurrent Extremes ⋮ Likelihood estimators for multivariate extremes

Uses Software

• copula

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