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Persistent link: https://www.econbiz.de/10010642401
This paper unifies and extends results on a class of multivariate extreme value (EV) models studied by Hougaard, Crowder and Tawn. In these models, both unconditional and conditional distributions are themselves EV distributions, and all lower-dimensional marginals and maxima belong to the...
Persistent link: https://www.econbiz.de/10005324563