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· 2006

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math.ST 1

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2024 1

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CONDITIONAL 1

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Multivariate extreme value theory

math.ST · 2024-12-24 · conditional · novelty 1.0

A review chapter that unifies multivariate extremes through generalized Pareto distributions, exponent measures, and point processes.

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  • Multivariate extreme value theory math.ST · 2024-12-24 · conditional · none · ref 8

    A review chapter that unifies multivariate extremes through generalized Pareto distributions, exponent measures, and point processes.