Funder
King Abdullah University of Science and Technology
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Reference46 articles.
1. Abramowitz, M., Stegun, I.A. (eds.): Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 10th edn. National Bureau of Standards, United States of America (1972)
2. Barndorff-Nielsen, O.E.: Exponentially decreasing distributions for the logarithm of particle size. Proc. R. Soc. Lond. Ser. A 353, 401–419 (1977)
3. Barndorff-Nielsen, O.E.: Normal inverse Gaussian distributions and stochastic volatility modelling. Scand. J. Stat. 24(1), 1–13 (1997)
4. Blaesild, P., Jensen, J.L.: Multivariate distributions of hyperbolic type. Statistical Distributions in Scientific Work 4, 45–66 (1981)
5. Bortot, P., Coles, S., Tawn, J.A.: The multivariate gaussian tail model: an application to oceanographic data. J. Royal Stat. Soc. (Series C) 49(1), 31–49 (2000)
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Joint modelling of the body and tail of bivariate data;Computational Statistics & Data Analysis;2024-01
2. Dependence Between Extreme Rainfall and Extreme Temperature in Senegal;Environmental Modeling & Assessment;2023-09-27
3. Spatial Field;Wiley StatsRef: Statistics Reference Online;2022-12-15
4. Flexible modeling of multivariate spatial extremes;Spatial Statistics;2022-12