A dependence measure for multivariate and spatial extreme values: Properties and inference

Biometrika

Volumn 90, Issue 1, 2003, Pages 139-156

  Schlather, Martin ^a   Tawn, Jonathan A ^b  

^a UNIVERSITY OF BAYREUTH   (Germany)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Dependence measure; Extreme value; Max stable process; Multivariate extreme value distribution

Indexed keywords

EID: 3543017217     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/90.1.139     Document Type: Article

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