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Scientific article
English

A note on the representation of parametric models for multivariate extremes

Contributors

Boldi, Marc-Olivier

Published in

Extremes, vol. 12, p. 211-218

Publication date

2009

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.

Keywords

  • Multivariate extremes
  • Spectral distribution
  • Dirichlet
  • Logistic

UNIGE affiliation entities

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.

Main files (1)

Article (Accepted version)

Identifiers

  • PID : unige:79894

Journal ISSN

1386-1999
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Technical informations

Creation

13/01/2016 18:45:00

First validation

13/01/2016 18:45:00

Update

15/03/2023 00:05:09

Status update

15/03/2023 00:05:09

Last indexation

31/10/2024 02:34:56
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