Multivariate Extreme Value Distributions and Coverage of Ranking Probabilities

Journal of Mathematical Psychology ◽

10.1006/jmps.1999.1294 ◽

2001 ◽

Vol 45 (1) ◽

pp. 180-188 ◽

Author(s):

Harry Joe

Keyword(s):

Extreme Value ◽

Extreme Value Distributions ◽

Multivariate Extreme Value

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Statistical Modelling of Extreme Rainfall Indices using Multivariate Extreme Value Distributions

Environmental Modeling & Assessment ◽

10.1007/s10666-021-09766-6 ◽

2021 ◽

Author(s):

Tadele Akeba Diriba ◽

Legesse Kassa Debusho

Keyword(s):

Extreme Rainfall ◽

Statistical Modelling ◽

Extreme Value ◽

Extreme Value Distributions ◽

Multivariate Extreme Value

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Bernstein polynomial angular densities of multivariate extreme value distributions

Statistics & Probability Letters ◽

10.1016/j.spl.2017.03.030 ◽

2017 ◽

Vol 128 ◽

pp. 60-66 ◽

Author(s):

Timothy E. Hanson ◽

Miguel de Carvalho ◽

Yuhui Chen

Keyword(s):

Bernstein Polynomial ◽

Extreme Value ◽

Extreme Value Distributions ◽

Multivariate Extreme Value

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On the copula for multivariate extreme value distributions

Brazilian Journal of Probability and Statistics ◽

10.1214/10-bjps135 ◽

2012 ◽

Vol 26 (3) ◽

pp. 288-305

Author(s):

Marco Aurélio Sanfins ◽

Glauco Valle

Keyword(s):

Extreme Value ◽

Extreme Value Distributions ◽

Multivariate Extreme Value

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Orthant tail dependence of multivariate extreme value distributions

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2008.04.007 ◽

2009 ◽

Vol 100 (1) ◽

pp. 243-256 ◽

Author(s):

Haijun Li

Keyword(s):

Tail Dependence ◽

Extreme Value ◽

Extreme Value Distributions ◽

Multivariate Extreme Value

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Domains of Attraction of Multivariate Extreme Value Distributions

The Annals of Probability ◽

10.1214/aop/1176993666 ◽

1983 ◽

Vol 11 (1) ◽

pp. 168-177 ◽

Author(s):

Albert W. Marshall ◽

Ingram Olkin

Keyword(s):

Extreme Value ◽

Extreme Value Distributions ◽

Domains Of Attraction ◽

Multivariate Extreme Value

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On Some Dependence Measures for Multivariate Extreme Value Distributions

Advances in Mathematical and Statistical Modeling ◽

10.1007/978-0-8176-4626-4_12 ◽

2008 ◽

pp. 171-180 ◽

Author(s):

Ishay Weissman

Keyword(s):

Extreme Value ◽

Extreme Value Distributions ◽

Multivariate Extreme Value ◽

Dependence Measures

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A construction principle for multivariate extreme value distributions

10.1093/biomet/asr034 ◽

2011 ◽

Vol 98 (3) ◽

pp. 633-645 ◽

Author(s):

F. Ballani ◽

M. Schlather

Keyword(s):

Extreme Value ◽

Extreme Value Distributions ◽

Construction Principle ◽

Multivariate Extreme Value

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Bivariate Tail Dependence and the Generation of Multivariate Extreme Value Distributions

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2012.744052 ◽

2014 ◽

Vol 43 (24) ◽

pp. 5318-5325

Author(s):

Helena Ferreira

Keyword(s):

Tail Dependence ◽

Extreme Value ◽

Extreme Value Distributions ◽

Multivariate Extreme Value

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Multivariate Extreme Value Distributions for Random Vibration Applications

Journal of Engineering Mechanics ◽

10.1061/(asce)0733-9399(2005)131:7(712) ◽

2005 ◽

Vol 131 (7) ◽

pp. 712-720 ◽

Author(s):

Sayan Gupta ◽

C. S. Manohar

Keyword(s):

Random Vibration ◽

Extreme Value ◽

Extreme Value Distributions ◽

Multivariate Extreme Value

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Dense classes of multivariate extreme value distributions

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2012.11.015 ◽

2013 ◽

Vol 116 ◽

pp. 109-129 ◽

Author(s):

Anne-Laure Fougères ◽

Cécile Mercadier ◽

John P. Nolan

Keyword(s):

Extreme Value ◽

Extreme Value Distributions ◽

Multivariate Extreme Value

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