A Conditional Approach for Multivariate Extreme Values (with Discussion)
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Publication:4819012
DOI10.1111/j.1467-9868.2004.02050.xzbMath1046.62051OpenAlexW2060597638MaRDI QIDQ4819012
Jonathan A. Tawn, Janet E. Heffernan
Publication date: 24 September 2004
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2004.02050.x
bootstrapair pollutionasymptotic independenceconditional distributionGaussian estimationsemiparametric modelingmultivariate extreme value theory
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