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research article
A note on the representation of parametric models for multivariate extremes
2009
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.
Type
research article
Web of Science ID
WOS:000279291300002
Authors
Publication date
2009
Published in
Volume
12
Start page
211
End page
218
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
November 30, 2010
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