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

✍ Scribed by Eastoe, Emma F.; Heffernan, Janet E.; Tawn, Jonathan A.

• Book ID: 125360080
• Publisher: Springer
• Year: 2013
• Tongue: English
• Weight: 687 KB
• Volume: 17
• Category: Article
• ISSN: 1386-1999
• DOI: 10.1007/s10687-013-0173-6