Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang

DOI10.1080/24754269.2021.1871709OpenAlexW3123100670MaRDI QIDQ5880060

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Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2021.1871709

zbMATH Keywords

multivariate extremesmaximum likelihoodextreme value theorymax-stable processesM4 processesBrown-Resnick processes

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”

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