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Estimating the limit distribution of multivariate extremes

  • Published:1993-01 Issue:2 Volume:9 Page:275-309
  • ISSN:0882-0287
  • Container-title:Communications in Statistics. Stochastic Models
  • language:en
  • Short-container-title:Communications in Statistics. Stochastic Models

Author:

de Haan L.,Resnick Sidney I.

Publisher

Informa UK Limited

Subject

Modeling and Simulation

Reference21 articles.

1. Adler, R. “The Geometry of Random Fields”. Wiley.

2. Max-infinite divisibility

3. Tail Estimates Motivated by Extreme Value Theory

4. Haan, L. de. “Large quantile estimation in a multivariate setting”. submitted

5. Limit theory for multivariate sample extremes

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