A note on the representation of parametric models for multivariate 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.


Published in:
Extremes, 12, 211-218
Year:
2009
Keywords:
Laboratories:




 Record created 2010-11-30, last modified 2018-03-17


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