multivariate extremes
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scholarly journals Sub‐asymptotic motivation for new conditional multivariate extremes models

Stat ◽  
2021 ◽  
Author(s):  
Thomas Lugrin ◽  
Jonathan A. Tawn ◽  
Anthony C. Davison
Keyword(s):  
Multivariate Extremes

scholarly journals Multivariate extremes over a random number of observations

2020 ◽  
Author(s):  
Enkelejd Hashorva ◽  
Simone A. Padoan ◽  
Stefano Rizzelli
Keyword(s):  
Random Number ◽  
Multivariate Extremes

Multivariate extremes and compound events

2020 ◽  
pp. 59-76
Author(s):  
Jakob Zscheischler ◽  
Bart van den Hurk ◽  
Philip J. Ward ◽  
Seth Westra
Keyword(s):  
Multivariate Extremes ◽  
Compound Events

scholarly journals Bias correction in conditional multivariate extremes

2020 ◽  
Vol 14 (1) ◽  
pp. 1773-1795
Author(s):  
Mikael Escobar-Bach ◽  
Yuri Goegebeur ◽  
Armelle Guillou
Keyword(s):  
Bias Correction ◽  
Multivariate Extremes

scholarly journals Generalized Pareto copulas: A key to multivariate extremes

2019 ◽  
Vol 174 ◽  
pp. 104538 ◽  
Author(s):  
Michael Falk ◽  
Simone A. Padoan ◽  
Florian Wisheckel
Keyword(s):  
Multivariate Extremes ◽  
Generalized Pareto
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