Max-stable models for multivariate extremes

REVSTAT-Statistical Journal

Volumn 10, Issue 1, 2012, Pages 61-82

  Segers, Johan ^a  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Copula; Domain of attraction; Max stable distribution; Spectral measure; Tail dependence

Indexed keywords

EID: 84860312280     PISSN: 16456726     EISSN: 21830371     Source Type: Journal    
DOI: None     Document Type: Article

References (30)

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