A note on the representation of parametric models for multivariate extremes

Author:

Boldi Marc-Olivier

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Reference8 articles.

1. Beirlant, J., Goegebeur, Y., Segers, J., Teugels, J.: Statistics of Extremes: Theory and Applications. Wiley, New York (2004)

2. Boldi, M.-O.: Mixture models for multivariate extremes. Ph.D. thesis, Ecole Polytechnique Fédérale de Lausanne, Lausanne (2004)

3. Coles, S.G.: An Introduction to Statistical Modeling of Extreme Values. Springer, London (2001)

4. Coles, S.G., Tawn, J.A.: Modelling extreme multivariate events. J. R. Stat. Soc. Ser. B 91(2), 377–392 (1991)

5. Joe, H., Smith, R.L., Weissman, I.: Bivariate threshold methods for extremes. J. R. Stat. Soc. Ser. B 54, 171–183 (1992)

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