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14

WSC
1997

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110views Modeling And Simulation» more WSC 1997»

Simulation of Multivariate Extreme Values

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Simulation of Multivariate Extreme Values

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A comprehensive method for simulation of bivariate extremes is introduced and a generalisation of it to multivariate extremes is outlined.

S. Nadarajah

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Bivariate Extremes | Comprehensive Method | Modeling And Simulation | Multivariate Extremes | WSC 1997 |

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Added	01 Nov 2010
Updated	01 Nov 2010
Type	Conference
Year	1997
Where	WSC
Authors	S. Nadarajah

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