Multivariate extreme‐value distributions with applications to environmental data
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Publication:4311661
DOI10.2307/3315822zbMath0804.62052OpenAlexW2061725742WikidataQ56865717 ScholiaQ56865717MaRDI QIDQ4311661
Publication date: 30 October 1994
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315822
copulanumerical maximum likelihoodenvironmental multivariate extreme data setsextreme concentrations of a pollutantmultivariate extreme-value distributionsnonnormal data analysis techniques
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Applications of statistics (62P99)
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- Parametric families of multivariate distributions with given margins
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- Statistics of Multivariate Extremes
- Modelling multivariate extreme value distributions
- Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
- Bivariate extreme value theory: Models and estimation
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