Models and inference for uncertainty in extremal dependence
极端依赖不确定性的模型与推断
Conventionally, modelling of multivariate extremes has been based on the class of multivariate extreme value distributions. More recently, other classes have been developed, allowing for the possibility that, whilst dependence is observed at finite levels, the limit distribution is independent. A number of articles have shown this development to be important for accurate estimation of the extremal properties, both of theoretical processes and observed datasets. It has also…