The pairwise beta distribution: A flexible parametric multivariate model for extremes

Journal of Multivariate Analysis

Volumn 101, Issue 9, 2010, Pages 2103-2117

  Cooley, Daniel ^a   Davis, Richard A ^b   Naveau, Philippe ^c  

^a Department of Ecosystem Science and Sustainability   (United States)

^b Howard Hughes Medical Institute   (United States)

^c INSTITUT PIERRE SIMON LAPLACE   (France)

Author keywords

Angular measure; Multivariate regular variation; Spectral measure; Threshold exceedances

Indexed keywords

EID: 77955049295     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2010.04.007     Document Type: Article

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