Results for Extreme value theory - iterative proportional fitting - maximum likelihood - multivariate extreme value distribution - threshold methods

Publications & Outputs

1. A semi-parametric model for multivariate extreme values.

   Dixon, M. J. & Tawn, J. A., 09/1995, In: Statistics and Computing. 5, 3, p. 215-252 38 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review