MA
2010
Springer
13 years 3 months ago
2010
Springer
We present a new parametric model for the angular measure of a multivariate extreme value distribution. Unlike many parametric models that are limited to the bivariate case, the ï...
WSC
1997
13 years 5 months ago
1997
A comprehensive method for simulation of bivariate extremes is introduced and a generalisation of it to multivariate extremes is outlined.