High-dimensional parametric modelling of multivariate extreme events

Australian and New Zealand Journal of Statistics

Volumn 51, Issue 1, 2009, Pages 77-88

  Stephenson, Alec G ^a  

^a SWINBURNE UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

Markov chain Monte Carlo; Maxima; Multivariate extreme value distribution; Positive stable distribution; Sea level

Indexed keywords

EID: 62249168001     PISSN: 13691473     EISSN: 1467842X     Source Type: Journal    
DOI: 10.1111/j.1467-842X.2008.00528.x     Document Type: Article

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