Publication

A note on the representation of parametric models for multivariate extremes

Marc-Olivier Boldi
2009
Journal Articles

Abstract

In this note, the representations of extremal Dirichlet and logistic distributions are reviewed and extended. These new representations allow exact simulations of the spectral distribution functions and an extension of the extremal logistic case to dimensions higher than two.

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A note on the representation of parametric models for multivariate extremes

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