Exploiting occurrence times in likelihood inference for componentwise maxima
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Publication:5314849
DOI10.1093/biomet/92.1.213zbMath1068.62019OpenAlexW2165298027MaRDI QIDQ5314849
Jonathan A. Tawn, Alec G. Stephenson
Publication date: 5 September 2005
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/92.1.213
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Statistics of extreme values; tail inference (62G32) Hydrology, hydrography, oceanography (86A05)
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