NDLI: A conditional approach for multivariate extreme values (with discussion)

Content Provider	Scilit
Author	Heffernan, Janet E. Tawn, Jonathan A.
Copyright Year	2004
Description	Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Ending Page	546
Starting Page	497
ISSN	2573508X
e-ISSN	14679868
DOI	10.1111/j.1467-9868.2004.02050.x
Journal	Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Issue Number	3
Volume Number	66
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2004-08-01
Access Restriction	Open
Subject Keyword	Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology) Statistics and Probability Air Pollution Asymptotic Independence Conditional Distribution Gaussian Estimation Multivariate Extreme Value Theory Semiparametric Modelling
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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A conditional approach for multivariate extreme values (with discussion)