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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

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

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

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

Multivariate directional tail-weighted dependence measures

JOURNAL ARTICLE published September 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

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

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

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

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

On Domains of Attraction of Multivariate Extreme Value Distributions under Absolute Continuity

JOURNAL ARTICLE published November 1997 in Journal of Multivariate Analysis

Authors: Seokhoon Yun

https://doi.org/10.1006/jmva.1997.1706 Actions

On the dependence function of Sibuya in multivariate extreme value theory

JOURNAL ARTICLE published January 1991 in Journal of Multivariate Analysis

Authors: A. Obretenov

https://doi.org/10.1016/0047-259x(91)90089-k Actions

A family of kurtosis orderings for multivariate distributions

JOURNAL ARTICLE published March 2009 in Journal of Multivariate Analysis

Authors: Jin Wang

https://doi.org/10.1016/j.jmva.2008.06.001 Actions

Tail densities of skew-elliptical distributions

JOURNAL ARTICLE published May 2019 in Journal of Multivariate Analysis

Research funded by Shell United States (DMS 1007556) | Natural Sciences and Engineering Research Council of Canada (8698)

Authors: Harry Joe | Haijun Li

https://doi.org/10.1016/j.jmva.2019.01.009 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 dependence of spacings of generalized order statistics

JOURNAL ARTICLE published July 2009 in Journal of Multivariate Analysis

Authors: M. Burkschat

https://doi.org/10.1016/j.jmva.2008.10.008 Actions

Tail order and intermediate tail dependence of multivariate copulas

JOURNAL ARTICLE published November 2011 in Journal of Multivariate Analysis

Authors: Lei Hua | Harry Joe

https://doi.org/10.1016/j.jmva.2011.05.011 Actions

Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients

JOURNAL ARTICLE published July 2019 in Journal of Multivariate Analysis

Research funded by NSERC, Canada (8698)

Authors: Pavel Krupskii | Harry Joe

https://doi.org/10.1016/j.jmva.2019.02.013 Actions
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