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ArticleDense classes of multivariate extreme value distributions

Anne‐Laure Fougères2012

OA

Articlebronze2012

Dense classes of multivariate extreme value distributions

Anne‐Laure Fougères · Cécile Mercadier · John P. Nolan

33 citations·0/0 files stored·Journal of Multivariate Analysis

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Probability and Risk Models Statistical Distribution Estimation and Applications Financial Risk and Volatility Modeling

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References

1987Extreme Values, Regular Variation and Point Processes 1990The Asymptotic Theory of Extreme Order Statistics 2013- Theory and applications 2004Statistics of Extremes: Theory and Applications 2000Extreme Value Distributions 1988Bivariate Extreme Value Theory: Models and Estimation 1991Modelling Extreme Multivariate Events 2005Statistics of Extremes: Theory and Applications

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Year2012

Typearticle

Published2012-12-13

VenueJournal of Multivariate Analysis

ISSN-L0047-259X

Languageen

Citations33

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.jmva.2012.11.015

openalex_workW2088730993

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