Statistics for near independence in multivariate extreme values

JOURNAL ARTICLE published 1 March 1996 in Biometrika

Authors: A. Ledford

Modelling Multivariate Extreme Value Distributions

JOURNAL ARTICLE published June 1990 in Biometrika

Authors: Jonathan A. Tawn

Modelling multivariate extreme value distributions

JOURNAL ARTICLE published 1990 in Biometrika

Authors: JONATHAN A. TAWN

Regular Score Tests of Independence in Multivariate Extreme Values

JOURNAL ARTICLE published June 2005 in Extremes

Authors: Alexandra Ramos | Anthony Ledford

A semi-parametric model for multivariate extreme values

JOURNAL ARTICLE published September 1995 in Statistics and Computing

Authors: Mark J. Dixon | Jonathan A. Tawn

Higher order monotone Bartlett-type adjustment for some multivariate test statistics

JOURNAL ARTICLE published 1 December 1996 in Biometrika

Authors: Y Kakizawa

Bivariate Extreme Value Theory: Models and Estimation

JOURNAL ARTICLE published September 1988 in Biometrika

Authors: Jonathan A. Tawn

An Alternative Point Process Framework for Modeling Multivariate Extreme Values

JOURNAL ARTICLE published 21 April 2011 in Communications in Statistics - Theory and Methods

Authors: Alexandra Ramos | Anthony Ledford

A Bayesian Analysis of Extreme Rainfall Data

JOURNAL ARTICLE published 1996 in Applied Statistics

Authors: Stuart G. Coles | Jonathan A. Tawn

Bivariate extreme value theory: Models and estimation

JOURNAL ARTICLE published 1988 in Biometrika

Authors: JONATHAN A. TAWN

The multivariate skew-normal distribution

JOURNAL ARTICLE published 1 December 1996 in Biometrika

Authors: A Azzalini

A dependence measure for multivariate and spatial extreme values: Properties and inference

JOURNAL ARTICLE published 1 March 2003 in Biometrika

Authors: M. Schlather

Bayesian curve fitting using multivariate normal mixtures

JOURNAL ARTICLE published 1 March 1996 in Biometrika

Authors: P Muller

Testing for independence between two covariance stationary time series

JOURNAL ARTICLE published 1 September 1996 in Biometrika

Authors: Y Hong

A class of regression models for multivariate categorical responses

JOURNAL ARTICLE published 1 March 1996 in Biometrika

Authors: G. Glonek

Applications of Multivariate Extremes

BOOK CHAPTER published 1994 in Extreme Value Theory and Applications

Authors: Jonathan Tawn

Self-consistent estimation of conditional multivariate extreme value distributions

JOURNAL ARTICLE published May 2014 in Journal of Multivariate Analysis

Authors: Y. Liu | J.A. Tawn

Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions

JOURNAL ARTICLE published January 1996 in Communications in Statistics - Theory and Methods

Authors: Paul Deheuvels | Guennady V. Martynov

Efficient inference for spatial extreme value processes associated to log-Gaussian random functions

JOURNAL ARTICLE published 1 March 2014 in Biometrika

Authors: J. L. Wadsworth | J. A. Tawn

A Conditional Approach for Multivariate Extreme Values (with Discussion)

JOURNAL ARTICLE published 1 August 2004 in Journal of the Royal Statistical Society Series B: Statistical Methodology

Authors: Janet E. Heffernan | Jonathan A. Tawn