Home > Research > Browse

Results for Multivariate extreme value theory

Publications & Outputs

  1. On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions

    Wadsworth, J., 09/2015, In : Biometrika. 102, 3, p. 705-711 7 p.

    Research output: Contribution to journalJournal article

  2. Self-consistent estimation of conditional multivariate extreme distributions

    Liu, Y. & Tawn, J., 05/2014, In : Journal of Multivariate Analysis. 127, p. 19-35 17 p.

    Research output: Contribution to journalJournal article

  3. Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation.

    Eastoe, E. F., Heffernan, J. E. & Tawn, J. A., 03/2014, In : Extremes. 17, 1, p. 25-43 19 p.

    Research output: Contribution to journalJournal article