NDLI: HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS

Content Provider	Scilit
Author	Stephenson, Alec G.
Copyright Year	2009
Description	Journal: Australian & New Zealand Journal of Statistics
Related Links	http://onlinelibrary.wiley.com/doi/10.1111/j.1467-842X.2008.00528.x/pdf
Ending Page	88
Page Count	12
Starting Page	77
ISSN	13691473
e-ISSN	1467842X
DOI	10.1111/j.1467-842x.2008.00528.x
Journal	Australian & New Zealand Journal of Statistics
Issue Number	1
Volume Number	51
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2009-03-01
Access Restriction	Open
Subject Keyword	Journal: Australian & New Zealand Journal of Statistics Markov Chain Monte Carlo Multivariate Extreme Value Distribution Positive Stable Distribution
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS