Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model-Reference-Cited by-同舟云学术

Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model

Published:2013-03 Issue: Volume:115 Page:396-404
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Keef Caroline,Papastathopoulos Ioannis,Tawn Jonathan A.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference30 articles.

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4. Modelling extreme multivariate events;Coles;J. Roy. Statist. Soc. B,1991

5. Statistical methods for multivariate extremes: an application to structural design (with discussion);Coles;Appl. Statist.,1994

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