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Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution - MaRDI portal

Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962)

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Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution
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    Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (English)
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    1 October 2019
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    exponential family
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    extreme value theory
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    maximum likelihood estimation
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    regular variations
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