Engelke, Sebastian; Malinowski, Alexander; Kabluchko, Zakhar - In: Journal of the Royal Statistical Society Series B 77 (2015) 1, pp. 239-265
type="main" xml:id="rssb12074-abs-0001" <title type="main">Summary</title> <p>Estimation of extreme value parameters from observations in the max-domain of attraction of a multivariate max-stable distribution commonly uses aggregated data such as block maxima. Multivariate peaks-over-threshold methods, in contrast, exploit...</p>