Browsing by Subject "Multivariate Extreme Value Theory"
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Dependence Structures beyond copulas: A new model of a multivariate regular varying distribution based on a finite von Mises-Fisher mixture model (2004-12-17)A multivariate regular varying distribution can be characterized by its marginals and a finite measure on the unit sphere. That measure is referred to as the spectral measure of the distribution. The spectral measure ...