FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2521031254> ?p ?o ?g. }

• W2521031254 endingPage "149" @default.
• W2521031254 startingPage "130" @default.
• W2521031254 abstract "Abstract Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail dependence. The main approaches to inference for multivariate extremes consist in approximating either the distribution of block component‐wise maxima or the distribution of the exceedances over a high threshold. Although the expressions of the asymptotic density functions of these distributions may be characterized, they cannot be computed in general. In this paper, we study the case where the spectral random vector of the multivariate max‐stable distribution has known conditional distributions. The asymptotic density functions of the multivariate extreme value distributions may then be written through univariate integrals that are easily computed or simulated. The asymptotic properties of two likelihood estimators are presented, and the utility of the method is examined via simulation." @default.
• W2521031254 created "2016-09-23" @default.
• W2521031254 creator A5016903031 @default.
• W2521031254 creator A5055321486 @default.
• W2521031254 date "2016-09-07" @default.
• W2521031254 modified "2023-09-25" @default.
• W2521031254 title "Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions" @default.
• W2521031254 cites W1596511688 @default.
• W2521031254 cites W1608627811 @default.
• W2521031254 cites W1792010464 @default.
• W2521031254 cites W1934366382 @default.
• W2521031254 cites W1966977153 @default.
• W2521031254 cites W1978489110 @default.
• W2521031254 cites W1980620433 @default.
• W2521031254 cites W2020121419 @default.
• W2521031254 cites W2027332780 @default.
• W2521031254 cites W2029156323 @default.
• W2521031254 cites W2037593253 @default.
• W2521031254 cites W2042292152 @default.
• W2521031254 cites W2058989213 @default.
• W2521031254 cites W2073416275 @default.
• W2521031254 cites W2074401593 @default.
• W2521031254 cites W2077509822 @default.
• W2521031254 cites W2078539495 @default.
• W2521031254 cites W2114220616 @default.
• W2521031254 cites W2119956141 @default.
• W2521031254 cites W2121780774 @default.
• W2521031254 cites W2137022928 @default.
• W2521031254 cites W2145341983 @default.
• W2521031254 cites W2165298027 @default.
• W2521031254 cites W2552605897 @default.
• W2521031254 cites W4214712351 @default.
• W2521031254 cites W4362227092 @default.
• W2521031254 doi "https://doi.org/10.1111/sjos.12245" @default.
• W2521031254 hasPublicationYear "2016" @default.
• W2521031254 type Work @default.
• W2521031254 sameAs 2521031254 @default.
• W2521031254 citedByCount "10" @default.
• W2521031254 countsByYear W25210312542017 @default.
• W2521031254 countsByYear W25210312542018 @default.
• W2521031254 countsByYear W25210312542019 @default.
• W2521031254 countsByYear W25210312542020 @default.
• W2521031254 crossrefType "journal-article" @default.
• W2521031254 hasAuthorship W2521031254A5016903031 @default.
• W2521031254 hasAuthorship W2521031254A5055321486 @default.
• W2521031254 hasConcept C105795698 @default.
• W2521031254 hasConcept C121332964 @default.
• W2521031254 hasConcept C121864883 @default.
• W2521031254 hasConcept C122280245 @default.
• W2521031254 hasConcept C12267149 @default.
• W2521031254 hasConcept C134261354 @default.
• W2521031254 hasConcept C142362112 @default.
• W2521031254 hasConcept C147581598 @default.
• W2521031254 hasConcept C154945302 @default.
• W2521031254 hasConcept C161584116 @default.
• W2521031254 hasConcept C169707849 @default.
• W2521031254 hasConcept C177384507 @default.
• W2521031254 hasConcept C185429906 @default.
• W2521031254 hasConcept C195699287 @default.
• W2521031254 hasConcept C199163554 @default.
• W2521031254 hasConcept C28826006 @default.
• W2521031254 hasConcept C33923547 @default.
• W2521031254 hasConcept C41008148 @default.
• W2521031254 hasConcept C43555835 @default.
• W2521031254 hasConcept C52119013 @default.
• W2521031254 hasConcept C554144382 @default.
• W2521031254 hasConcept C65778772 @default.
• W2521031254 hasConcept C73791607 @default.
• W2521031254 hasConcept C79708077 @default.
• W2521031254 hasConcept C84894716 @default.
• W2521031254 hasConcept C91528185 @default.
• W2521031254 hasConceptScore W2521031254C105795698 @default.
• W2521031254 hasConceptScore W2521031254C121332964 @default.
• W2521031254 hasConceptScore W2521031254C121864883 @default.
• W2521031254 hasConceptScore W2521031254C122280245 @default.
• W2521031254 hasConceptScore W2521031254C12267149 @default.
• W2521031254 hasConceptScore W2521031254C134261354 @default.
• W2521031254 hasConceptScore W2521031254C142362112 @default.
• W2521031254 hasConceptScore W2521031254C147581598 @default.
• W2521031254 hasConceptScore W2521031254C154945302 @default.
• W2521031254 hasConceptScore W2521031254C161584116 @default.
• W2521031254 hasConceptScore W2521031254C169707849 @default.
• W2521031254 hasConceptScore W2521031254C177384507 @default.
• W2521031254 hasConceptScore W2521031254C185429906 @default.
• W2521031254 hasConceptScore W2521031254C195699287 @default.
• W2521031254 hasConceptScore W2521031254C199163554 @default.
• W2521031254 hasConceptScore W2521031254C28826006 @default.
• W2521031254 hasConceptScore W2521031254C33923547 @default.
• W2521031254 hasConceptScore W2521031254C41008148 @default.
• W2521031254 hasConceptScore W2521031254C43555835 @default.
• W2521031254 hasConceptScore W2521031254C52119013 @default.
• W2521031254 hasConceptScore W2521031254C554144382 @default.
• W2521031254 hasConceptScore W2521031254C65778772 @default.
• W2521031254 hasConceptScore W2521031254C73791607 @default.
• W2521031254 hasConceptScore W2521031254C79708077 @default.
• W2521031254 hasConceptScore W2521031254C84894716 @default.
• W2521031254 hasConceptScore W2521031254C91528185 @default.
• W2521031254 hasIssue "1" @default.

• next