Decompositions of dependence for high-dimensional extremes
Author:
Affiliation:
1. Department of Statistics, Colorado State University, Fort Collins, Colorado, U S A
2. Institute of Mathematics, Ecole Polytechnique Fédérale de Lausanne, Station 8, Lausanne, Switzerland
Abstract
Funder
National Science Foundation
Decadal and Regional Climate Prediction Using Earth System Models Program
Publisher
Oxford University Press (OUP)
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,General Agricultural and Biological Sciences,Agricultural and Biological Sciences (miscellaneous),General Mathematics,Statistics and Probability
Link
http://academic.oup.com/biomet/article-pdf/106/3/587/29133465/asz028.pdf
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4. Completely Positive Matrices
5. A mixture model for multivariate extremes;Boldi,;J. R. Statist. Soc. B,2007
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