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research article

A note on the representation of parametric models for multivariate extremes

Boldi, Marc-Olivier  
2009
Extremes

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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Type
research article
DOI
10.1007/s10687-008-0076-0
Web of Science ID

WOS:000279291300002

Author(s)
Boldi, Marc-Olivier  
Date Issued

2009

Published in
Extremes
Volume

12

Start page

211

End page

218

Subjects

Multivariate extremes

•

Spectral distribution

•

Dirichlet

•

Logistic

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
STAT  
Available on Infoscience
November 30, 2010
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/59373
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