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Modeling multivariate extremes

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Publication:6604377
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DOI10.1002/wics.1652zbMATH Open1545.62109MaRDI QIDQ6604377

John P. Nolan

Publication date: 12 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)




zbMATH Keywords

extremesmax-stablemultivariate modeling


Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)


Cites Work

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  • Dense classes of multivariate extreme value distributions
  • A history of the central limit theorem. From classical to modern probability theory
  • Limiting forms of the frequency distribution of the largest or smallest member of a sample.
  • Sur la distribution limite du terme maximum d'une série aléatoire
  • Limit theory for multivariate sample extremes
  • Extreme Values in Finance, Telecommunications, and the Environment
  • Statistics of Extremes
  • Univariate Stable Distributions
  • A Mixture Model for Multivariate Extremes
  • Heavy-Tail Phenomena
  • Decompositions of dependence for high-dimensional extremes
  • Calcul des probabilités.
  • An introduction to statistical modeling of extreme values







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