ExtremalDep: Modelling extremal dependence in high-dimensional extremes
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Estimation and uncertainty quantification for extreme quantile regions
+++ title = “Estimation and uncertainty quantification for extreme quantile regions” date = 2021-06-01T00:00:00 2021-03-07 draft = false Authors. Comma separated list, e.g. ["Bob Smith", "David Jones"]. authors = [“B. Beranger”, “S.A. Padoan”, “S.A. Sisson”]
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Extremal properties of the multivariate extended skew-normal distribution, Part B
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Extremal properties of the univariate extended skew-normal distribution, Part A
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Models for Extremal Dependence Derived from Skew-symmetric Families
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Extreme Dependence Models
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