Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
type: Item
instance of: scholarly article
title: Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
zbMATH Open document ID: 1394.62064
author: Alexis Bienvenüe
author: C. Y. Robert
published in: Scandinavian Journal of Statistics
publication date: 2017-03-03T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 6691477
zbMATH Keywords: high-dimensional extreme value distributions
zbMATH Keywords: high thresholding
zbMATH Keywords: likelihood and simulation-based likelihood inference
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: sjos.12245
OpenAlex ID: W2521031254
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DOI: 10.1111/SJOS.12245
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description: scientific article