On the estimation and application of max-stable processes

Zhang, Zhengjun, Smith, Richard L. . Journal of Statistical Planning and Inference 2010. 140 (5) :1135-1153

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Bibtex

@article{CIS-243074,
  Author = {Zhang, Zhengjun and Smith, Richard L.},
  Title = {On the estimation and application of max-stable processes},
  Journal = {Journal of Statistical Planning and Inference},
  Volume = {140},
  Number = {5},
  Year = {2010},
  Pages = {1135--1153},
  Keywords = {Empirical distribution, Extreme value distribution, multivariate extremes, multivariate maxima of moving maxima, extreme dependence, extreme co-movement}
}

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