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

DOI10.1016/j.jmva.2010.04.007zbMath1203.62104WikidataQ116752846 ScholiaQ116752846MaRDI QIDQ990894

Richard A. Davis, Philippe Naveau, Daniel Cooley

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 measure; threshold exceedances; multivariate regular variation; angular measure

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H11: Directional data; spatial statistics

62P12: Applications of statistics to environmental and related topics

62H20: Measures of association (correlation, canonical correlation, etc.)

62G32: Statistics of extreme values; tail inference

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