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    WSC
    1997
    110views Modeling And Simulation» more  WSC 1997»
    Simulation of Multivariate Extreme Values
    15 years 1 months ago
    Simulation of Multivariate Extreme Values
    Download  www.informs-sim.org
    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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