Matches in SemOpenAlex for { <https://semopenalex.org/work/W2743217910> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W2743217910 abstract "Max-stable distributions and processes are important models for extreme events and the assessment of tail risks. The full, multivariate likelihood of a parametric max-stable distribution is complicated and only recent advances enable its use. The asymptotic properties of the maximum likelihood estimator in multivariate extremes are mostly unknown. In this paper we provide natural conditions on the exponent function and the angular measure of the max-stable distribution that ensure asymptotic normality of the estimator. We show the effectiveness of this result by applying it to popular parametric models in multivariate extreme value statistics and to the most commonly used families of spatial max-stable processes." @default.
- W2743217910 created "2017-08-17" @default.
- W2743217910 creator A5012269351 @default.
- W2743217910 creator A5044707241 @default.
- W2743217910 creator A5012896526 @default.
- W2743217910 date "2016-12-15" @default.
- W2743217910 modified "2023-09-23" @default.
- W2743217910 title "Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions" @default.
- W2743217910 cites W1980620433 @default.
- W2743217910 cites W2037593253 @default.
- W2743217910 cites W2052218905 @default.
- W2743217910 cites W2073416275 @default.
- W2743217910 cites W2106849208 @default.
- W2743217910 cites W2238030203 @default.
- W2743217910 hasPublicationYear "2016" @default.
- W2743217910 type Work @default.
- W2743217910 sameAs 2743217910 @default.
- W2743217910 citedByCount "3" @default.
- W2743217910 countsByYear W27432179102018 @default.
- W2743217910 countsByYear W27432179102020 @default.
- W2743217910 crossrefType "posted-content" @default.
- W2743217910 hasAuthorship W2743217910A5012269351 @default.
- W2743217910 hasAuthorship W2743217910A5012896526 @default.
- W2743217910 hasAuthorship W2743217910A5044707241 @default.
- W2743217910 hasConcept C105795698 @default.
- W2743217910 hasConcept C117251300 @default.
- W2743217910 hasConcept C147581598 @default.
- W2743217910 hasConcept C149782125 @default.
- W2743217910 hasConcept C161584116 @default.
- W2743217910 hasConcept C169707849 @default.
- W2743217910 hasConcept C177384507 @default.
- W2743217910 hasConcept C185429906 @default.
- W2743217910 hasConcept C28826006 @default.
- W2743217910 hasConcept C33923547 @default.
- W2743217910 hasConcept C65778772 @default.
- W2743217910 hasConceptScore W2743217910C105795698 @default.
- W2743217910 hasConceptScore W2743217910C117251300 @default.
- W2743217910 hasConceptScore W2743217910C147581598 @default.
- W2743217910 hasConceptScore W2743217910C149782125 @default.
- W2743217910 hasConceptScore W2743217910C161584116 @default.
- W2743217910 hasConceptScore W2743217910C169707849 @default.
- W2743217910 hasConceptScore W2743217910C177384507 @default.
- W2743217910 hasConceptScore W2743217910C185429906 @default.
- W2743217910 hasConceptScore W2743217910C28826006 @default.
- W2743217910 hasConceptScore W2743217910C33923547 @default.
- W2743217910 hasConceptScore W2743217910C65778772 @default.
- W2743217910 hasLocation W27432179101 @default.
- W2743217910 hasOpenAccess W2743217910 @default.
- W2743217910 hasPrimaryLocation W27432179101 @default.
- W2743217910 hasRelatedWork W1969705529 @default.
- W2743217910 hasRelatedWork W2052948967 @default.
- W2743217910 hasRelatedWork W2073416275 @default.
- W2743217910 hasRelatedWork W2081440782 @default.
- W2743217910 hasRelatedWork W2083417972 @default.
- W2743217910 hasRelatedWork W2146095036 @default.
- W2743217910 hasRelatedWork W2193629901 @default.
- W2743217910 hasRelatedWork W2367813755 @default.
- W2743217910 hasRelatedWork W2471288921 @default.
- W2743217910 hasRelatedWork W2796066016 @default.
- W2743217910 hasRelatedWork W2925518480 @default.
- W2743217910 hasRelatedWork W2952663457 @default.
- W2743217910 hasRelatedWork W3100153776 @default.
- W2743217910 hasRelatedWork W3105384683 @default.
- W2743217910 hasRelatedWork W3122556941 @default.
- W2743217910 hasRelatedWork W3123985283 @default.
- W2743217910 hasRelatedWork W3124305109 @default.
- W2743217910 hasRelatedWork W3125382586 @default.
- W2743217910 hasRelatedWork W3133150979 @default.
- W2743217910 hasRelatedWork W73922624 @default.
- W2743217910 isParatext "false" @default.
- W2743217910 isRetracted "false" @default.
- W2743217910 magId "2743217910" @default.
- W2743217910 workType "article" @default.