18 citations · 93 across the 40 of their papers we have counts for
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stat.ME2017★ 2 cited
Simple models for multivariate regular variations and the Hüsler-Reiss Pareto distribution
Zhen Wai Olivier Ho, Clement Dombry
We revisit multivariate extreme value theory modeling by emphasizing multivariate regular variations and the multivariate Breiman Lemma. This allows us to recover in a simple frame…
stat.ME2017
Full likelihood inference for max-stable data
Raphaël Huser, Clément Dombry, Mathieu Ribatet +1
We show how to perform full likelihood inference for max-stable multivariate distributions or processes based on a stochastic Expectation-Maximisation algorithm, which combines sta…