The pairwise beta distribution: A flexible parametric multivariate model for extremes

DOI10.1016/j.jmva.2010.04.007zbMath1203.62104OpenAlexW2062689345WikidataQ116752846 ScholiaQ116752846MaRDI QIDQ990894

Richard A. Davis, Daniel Cooley, Philippe Naveau

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.007

zbMATH Keywords

spectral measurethreshold exceedancesmultivariate regular variationangular measure

Mathematics Subject Classification ID

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