A conditional approach for multivariate extreme values - Discussion on the paper by Heffernan and Tawn

成果类型:
Editorial Material
署名作者:
Smith, RL; Coles, S; Ferro, C; Butler, A; Anderson, M; Sahu, SK; Mardia, KV; Dupuis, DJ; Drees, H; Atkinson, AC; Beirlant, J; Goegebeur, Y; Boldi, MO; Davison, AC; Chatfield, C; Ledford, A; Peng, L; Qi, Y; Segers, J
署名单位:
University of North Carolina; University of North Carolina Chapel Hill
刊物名称:
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
ISSN/ISSBN:
1369-7412
发表日期:
2004
页码:
530-546
关键词:
dependence models