Spectral Density Ratio Models for Multivariate Extremes
From MaRDI portal
Publication:4975414
DOI10.1080/01621459.2013.872651zbMath1367.62270OpenAlexW2168128858MaRDI QIDQ4975414
Miguel de Carvalho, Anthony C. Davison
Publication date: 4 August 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://infoscience.epfl.ch/record/201359/files/Final.pdf
spectral distributionempirical likelihoodexponential tiltingsemiparametric modelingmultivariate extreme valuesair temperatureforest microclimate
Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15) Statistics of extreme values; tail inference (62G32)
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