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Orthant tail dependence of multivariate extreme value distributions

JOURNAL ARTICLE published January 2009 in Journal of Multivariate Analysis

Authors: Haijun Li

https://doi.org/10.1016/j.jmva.2008.04.007 Actions

Multivariate extreme value distributions

BOOK CHAPTER published May 1997 in Multivariate Models and Multivariate Dependence Concepts

https://doi.org/10.1201/b13150-7 Actions

Multivariate Extreme Value Distributions

BOOK CHAPTER published October 2000 in Extreme Value Distributions

https://doi.org/10.1142/9781860944024_0003 Actions

Expansions of multivariate Pickands densities and testing the tail dependence

JOURNAL ARTICLE published July 2009 in Journal of Multivariate Analysis

Authors: Melanie Frick | Rolf-Dieter Reiss

https://doi.org/10.1016/j.jmva.2008.10.012 Actions

Homogeneous distributions—And a spectral representation of classical mean values and stable tail dependence functions

JOURNAL ARTICLE published May 2013 in Journal of Multivariate Analysis

Authors: Paul Ressel

https://doi.org/10.1016/j.jmva.2013.02.013 Actions

Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions

JOURNAL ARTICLE published 17 December 2014 in Communications in Statistics - Theory and Methods

Authors: Helena Ferreira

https://doi.org/10.1080/03610926.2012.744052 Actions

Some properties of multivariate extreme value distributions and multivariate tail equivalence

JOURNAL ARTICLE published December 1987 in Annals of the Institute of Statistical Mathematics

Authors: Rinya Takahashi

https://doi.org/10.1007/bf02491496 Actions

Multivariate tail equivalence of distributions in extreme value theory

JOURNAL ARTICLE published 1991 in Applicationes Mathematicae

Authors: M. Michta

https://doi.org/10.4064/am-21-2-143-152 Actions

On Some Dependence Measures for Multivariate Extreme Value Distributions

BOOK CHAPTER published 2008 in Advances in Mathematical and Statistical Modeling

Authors: Ishay Weissman

https://doi.org/10.1007/978-0-8176-4626-4_12 Actions

Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions

JOURNAL ARTICLE published December 2009 in Journal of Applied Probability

Authors: Haijun Li | Yannan Sun

https://doi.org/10.1017/s0021900200006057 Actions

Multivariate extreme value distributions for stationary Gaussian sequences

JOURNAL ARTICLE published April 1985 in Journal of Multivariate Analysis

Authors: Fred Amram

https://doi.org/10.1016/0047-259x(85)90035-1 Actions

Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions

JOURNAL ARTICLE published December 2009 in Journal of Applied Probability

Authors: Haijun Li | Yannan Sun

https://doi.org/10.1239/jap/1261670680 Actions

Bivariate and Multivariate Extreme Value Distributions

OTHER published 21 April 2000 in Continuous Multivariate Distributions

https://doi.org/10.1002/0471722065.ch53 Actions

Multivariate directional tail-weighted dependence measures

JOURNAL ARTICLE published April 2024 in Journal of Multivariate Analysis

Research funded by NSERC (GR010293)

Authors: Xiaoting Li | Harry Joe

https://doi.org/10.1016/j.jmva.2024.105319 Actions

Nonparametric Estimation of the Dependence Function in Bivariate Extreme Value Distributions

JOURNAL ARTICLE published February 2001 in Journal of Multivariate Analysis

Authors: Javier Rojo Jiménez | Enrique Villa-Diharce | Miguel Flores

https://doi.org/10.1006/jmva.2000.1931 Actions

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

https://doi.org/10.1016/j.jmva.2014.02.003 Actions

Multivariate semi-Weibull distributions

JOURNAL ARTICLE published September 2009 in Journal of Multivariate Analysis

Authors: Hsiaw-Chan Yeh

https://doi.org/10.1016/j.jmva.2009.01.015 Actions

Extreme value theory for stochastic integrals of Legendre polynomials

JOURNAL ARTICLE published May 2009 in Journal of Multivariate Analysis

Authors: Alexander Aue | Lajos Horváth | Marie Hušková

https://doi.org/10.1016/j.jmva.2008.10.004 Actions

Existence and consistency of the maximum likelihood estimator for the extreme value index

JOURNAL ARTICLE published April 2009 in Journal of Multivariate Analysis

Authors: Chen Zhou

https://doi.org/10.1016/j.jmva.2008.08.009 Actions

Dense classes of multivariate extreme value distributions

JOURNAL ARTICLE published April 2013 in Journal of Multivariate Analysis

Authors: Anne-Laure Fougères | Cécile Mercadier | John P. Nolan

https://doi.org/10.1016/j.jmva.2012.11.015 Actions
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