10 citations · 54 across the 20 of their papers we have counts for
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math.ST2016★ 9 cited
Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions
Clement Dombry, Sebastian Engelke, Marco Oesting
Max-stable distributions and processes are important models for extreme events and the assessment of tail risks. The full, multivariate likelihood of a parametric max-stable distri…
stat.ME2016
Bayesian inference for multivariate extreme value distributions
Clement Dombry, Sebastian Engelke, Marco Oesting
Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural cl…