Extreme behaviour for bivariate elliptical distributions-Reference-Cited by-同舟云学术

Extreme behaviour for bivariate elliptical distributions

Published:2005-09 Issue:3 Volume:33 Page:317-334
ISSN:0319-5724
Container-title:Canadian Journal of Statistics
language:en
Short-container-title:Can. J. Statistics

Author:

Abdous Belkacem,Fougères Anne-Laure,Ghoudi Kilani

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference26 articles.

1. B. Abdous, A.-L. Fougères & K. Ghoudi (2004a). Modeling Conditional Multivariate Behaviours, When Some Components are Extremes. Mimeo report.

2. B. Abdous, A.-L. Fougères & K. Ghoudi (2004b). Bivariate Conditional Extreme Models in Practice: Comparisons and Applications to Financial Data. Mimeo report.

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4. Comparison of approaches for estimating the probability of coastal flooding;Bruun;Applied Statistics,1998

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