The pairwise beta distribution: A flexible parametric multivariate model for extremes
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Publication:990894
DOI10.1016/J.JMVA.2010.04.007zbMATH Open1203.62104OpenAlexW2062689345WikidataQ116752846 ScholiaQ116752846MaRDI QIDQ990894FDOQ990894
Authors: Daniel Cooley, Richard A. Davis, 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
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Cited In (21)
- Sparse representation of multivariate extremes with applications to anomaly detection
- A comparison study of extreme precipitation from six different regional climate models via spatial hierarchical modeling
- Title not available (Why is that?)
- Conditional independence among max-stable laws
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
- A geometric investigation into the tail dependence of vine copulas
- Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets
- Concentration bounds for the empirical angular measure with statistical learning applications
- Continuous simulation of storm processes
- Simulating flood event sets using extremal principal components
- Maxima of independent, non-identically distributed Gaussian vectors
- Storm processes and stochastic geometry
- A semi-parametric stochastic generator for bivariate extreme events
- Spectral density ratio models for multivariate extremes
- Bayesian model averaging for multivariate extremes
- Bayesian uncertainty management in temporal dependence of extremes
- An M-estimator for tail dependence in arbitrary dimensions
- A Euclidean Likelihood Estimator for Bivariate Tail Dependence
- Robust bounds in multivariate extremes
- Multivariate modelling of spatial extremes based on copulas
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
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