Extreme Dependence Models

DOI10.48550/arXiv.1508.05561zbMath1365.62173arXiv1508.05561MaRDI QIDQ73770

Unnamed Author, Boris Beranger, Simone A. Padoan, Boris Beranger

Publication date: 23 August 2015

Full work available at URL: https://arxiv.org/abs/1508.05561

zbMATH Keywords

multivariate extreme value model

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62P12: Applications of statistics to environmental and related topics

62M09: Non-Markovian processes: estimation

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60G70: Extreme value theory; extremal stochastic processes

62G32: Statistics of extreme values; tail inference

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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