Dense classes of multivariate extreme value distributions

Journal of Multivariate Analysis

Volumn 116, Issue , 2013, Pages 109-129

  Fougères, Anne Laure ^a   Mercadier, Cécile ^a   Nolan, John P ^b  

^a UNIVERSITÉ LYON 1   (France)

^b AMERICAN UNIVERSITY   (United States)

Author keywords

Dependence function; Extremal dependence; Logistic distributions; Max stable; Models for multivariate extremes; Multivariate extreme value distribution

Indexed keywords

EID: 84871776781     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2012.11.015     Document Type: Article

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