A construction principle for multivariate extreme value distributions

Biometrika ◽  
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

scholarly journals On the copula for multivariate extreme value distributions

2012 ◽  
Vol 26 (3) ◽  
pp. 288-305
Author(s):  
Marco Aurélio Sanfins ◽  
Glauco Valle
Keyword(s):  
Extreme Value ◽  
Extreme Value Distributions ◽  
Multivariate Extreme Value

scholarly journals Dense classes of multivariate extreme value distributions

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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