A note on the representation of parametric models for multivariate extremes

Scientific article

English

Published inExtremes, vol. 12, p. 211-218

Publication date2009

Abstract

In this note, the representations of extremal Dirichlet and logistic distributions are reviewed and extended. These new representations allow exact simulations of the spectral distribution functions and an extension of the extremal logistic case to dimensions higher than two.

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Citation (ISO format)

BOLDI, Marc-Olivier. A note on the representation of parametric models for multivariate extremes. In: Extremes, 2009, vol. 12, p. 211–218.

Article (Accepted version)

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Journal ISSN1386-1999

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