Sub‐asymptotic motivation for new conditional multivariate extreme models-Reference-Cited by-同舟云学术

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Sub‐asymptotic motivation for new conditional multivariate extreme models

Published:2021-09-13 Issue:1 Volume:10 Page:
ISSN:2049-1573
Container-title:Stat
language:en
Short-container-title:Stat

Author:

Lugrin Thomas¹,Tawn Jonathan A.²,Davison Anthony C.³^ORCID

Affiliation:

1. Department of Defence Swiss Federal Administration Bern 3003 Switzerland

2. Department of Mathematics and Statistics Lancaster University Lancaster LA1 4YF UK

3. Institute of Mathematics Ecole Polytechnique Fédérale de Lausanne Lausanne 1015 Switzerland

Funder

Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/sta4.401

Reference42 articles.

1. Extremes on river networks

2. Models for Extremal Dependence Derived from Skew-symmetric Families

3. Extremal properties of the multivariate extended skew-normal distribution, Part B

4. THE CORRELATION OF MAXIMA IN SAMPLES DRAWN FROM A BIVARIATE NORMAL DISTRIBUTION1

5. THE CORRELATION OF MAXIMA IN SEVERAL BIVARIATE NON-NORMAL DISTRIBUTIONS

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