A construction principle for multivariate extreme value distributions

DOI10.1093/biomet/asr034zbMath1230.62073OpenAlexW2013443415MaRDI QIDQ3174192

Martin Schlather, Felix Ballani

Publication date: 12 October 2011

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asr034

zbMATH Keywords

parametric modelDirichlet density

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)

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