STATISTICS OF MULTIVARIATE EXTREMES

被引：47

作者：

SMITH, RL

TAWN, JA

YUEN, HK

机构：

[1] UNIV SHEFFIELD,DEPT PROBABIL & STATS,SHEFFIELD S3 7RH,S YORKSHIRE,ENGLAND

[2] UNIV SURREY,DEPT ELECT ENGN,GUILDFORD GU2 5XH,SURREY,ENGLAND

来源：

关键词：

D O I：

10.2307/1403473

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：47 / 58

页数：12

共 26 条

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DAVIES, RB .

[5]

DAVIES RB, 1987, BIOMETRIKA, V74, P33, DOI 10.2307/2336019

[6]

de Oliviera J.T., 1984, STAT EXTREMES APPL, P131

[7]

DEHAAN L, 1977, Z WAHRSCHEINLICHKEIT, V40, P317

[8]

DEHAAN L, 1984, ANN PROBAB, V12, P1194

[9]

Deheuvels P., 1978, PUBL I STAT U PARIS, V23, P1

[10]

DEOLIVEIRA JT, 1980, MULTIVARIATE ANAL, P349