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MA
2010
Springer
143views Communications» more  MA 2010»
14 years 7 months ago
The pairwise beta distribution: A flexible parametric multivariate model for extremes
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...
Daniel Cooley, Richard A. Davis, Philippe Naveau
WSC
1997
14 years 10 months ago
Simulation of Multivariate Extreme Values
A comprehensive method for simulation of bivariate extremes is introduced and a generalisation of it to multivariate extremes is outlined.
S. Nadarajah