Sub-asymptotic motivation for new conditional multivariate extreme models

DOI10.1002/sta4.401MaRDI QIDQ6541814

Anthony C. Davison, Jonathan A. Tawn, Thomas Lugrin

Publication date: 21 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

logistic modelGaussian distributionasymptotic independenceasymptotic dependenceconditional extremessub-asymptotic approximation

Mathematics Subject Classification ID

Statistics (62-XX)

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