A sum characterization of hidden regular variation with likelihood inference via expectation-maximization

Biometrika

Volumn 101, Issue 1, 2014, Pages 17-36

  Weller, Grant B ^a   Cooley, Daniel ^b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b Veterinary Dentistry and Oral Surgery   (United States)

Author keywords

Air pollution; Asymptotic independence; EM algorithm; Multivariate extreme value theory; Tail dependence; Threshold exceedance modelling

Indexed keywords

EID: 84897761439     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/ast046     Document Type: Article

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