It was 30 years ago today when Laurens de Haan went the multivariate way
type: Item
instance of: scholarly article
title: It was 30 years ago today when Laurens de Haan went the multivariate way
zbMATH Open document ID: 1164.62351
author: Michael Falk
published in: Extremes
publication date: 2009-02-28T00:00:00Z
review text: The theory of multivariate max-stable distributions and max-stable processes is overviewed. Representations are discussed based on the exponent, angular and spectral measures (such as de Haan-Resnik and Pickands representations). Statistical estimation of the exponential measure, its applications to higher quantile curves estimation and confidence intervals construction are considered.
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62H99
zbMATH DE Number: 5520596
zbMATH Keywords: spectral measures
zbMATH Keywords: max-stable processes
zbMATH Keywords: higher quantile curves
zbMATH Keywords: exponential measures
describes a project that uses: ismev
MaRDI profile type: Publication
full work available at URL: s10687-007-0045-z
OpenAlex ID: W2047215542
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DOI: 10.1007/S10687-007-0045-Z
description: scientific article; zbMATH DE number 5520596