592 citations · 1.4k across the 32 of their papers we have counts for
Showing 2014 · stat.MEShow all
2 papers · 2 filters
stat.ME2014★ 1 cited
Likelihood estimators for multivariate extremes
Raphaël Huser, Anthony C. Davison, Marc G. Genton
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme…
stat.ME2014★ 2 cited
Modelling across extremal dependence classes
Jennifer Wadsworth, Jonathan Tawn, Anthony Davison +1
Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an appropriate class of models. In bivariate extremes, the variables are either as…