The pairwise beta distribution: A flexible parametric multivariate model for extremes
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Cited in
(21)- Continuous simulation of storm processes
- Robust bounds in multivariate extremes
- Simulating flood event sets using extremal principal components
- Spectral density ratio models for multivariate extremes
- A geometric investigation into the tail dependence of vine copulas
- Bayesian model averaging for multivariate extremes
- An M-estimator for tail dependence in arbitrary dimensions
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- A Euclidean Likelihood Estimator for Bivariate Tail Dependence
- Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets
- A comparison study of extreme precipitation from six different regional climate models via spatial hierarchical modeling
- Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
- A semi-parametric stochastic generator for bivariate extreme events
- Concentration bounds for the empirical angular measure with statistical learning applications
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
- Conditional independence among max-stable laws
- Maxima of independent, non-identically distributed Gaussian vectors
- Multivariate modelling of spatial extremes based on copulas
- Bayesian uncertainty management in temporal dependence of extremes
- Sparse representation of multivariate extremes with applications to anomaly detection
- Storm processes and stochastic geometry
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