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- W2952202234 abstract "Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models for univariate and multivariate extremes. A comprehensive account is given of the various ways in which max-stable models are described. Furthermore, a construction device is proposed for generating parametric families of max-stable distributions. Although the device is not new, its role as a model generator seems not yet to have been fully exploited." @default.
- W2952202234 created "2019-06-27" @default.
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- W2952202234 date "2012-04-02" @default.
- W2952202234 modified "2023-09-27" @default.
- W2952202234 title "Max-stable models for multivariate extremes" @default.
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