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Title:

On pairwise interaction multivariate Pareto models

Document type:
Zeitschriftenaufsatz
Author(s):
Lalancette, Michaël
Keywords:
ORIGINAL ARTICLE ; ORIGINAL ARTICLES ; Hüsler-Reiss distribution ; multivariate extreme value theory ; multivariate Pareto distribution ; pairwise interaction model
Journal title:
Stat
Year:
2023
Journal volume:
12
Journal issue:
1
Fulltext / DOI:
doi:10.1002/sta4.613
E-ISSN:
2049-1573
Date of publication:
10.09.2023
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