A Conditional Approach for Multivariate Extreme Values
Multivariate extreme value theory and methods concern the characterization, estimation and extrapolation of the joint tail of the distribution of a d-dimensional random variable. Existing approaches are based on limiting arguments in which all components of the variable become large at the same rate...
| Veröffentlicht in: | Journal of the Royal Statistical Society. Series B (Statistical Methodology). - Blackwell Publishers. - 66(2004), 3, Seite 497-546 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2004
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| Zugriff auf das übergeordnete Werk: | Journal of the Royal Statistical Society. Series B (Statistical Methodology) |
| Schlagworte: | Air Pollution Asymptotic Independence Bootstrap Conditional Distribution Gaussian Estimation Multivariate Extreme Value Theory Semiparametric Modelling Mathematics Environmental studies Behavioral sciences |
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