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The pairwise beta distribution: A flexible parametric multivariate model for extremes

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https://hal.archives-ouvertes.fr/hal-03200024
Contributor : Florence Aptel <>
Submitted on : Tuesday, June 22, 2021 - 9:37:00 AM
Last modification on : Wednesday, June 23, 2021 - 3:12:03 AM

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Daniel Cooley, Richard Davis, Philippe Naveau. The pairwise beta distribution: A flexible parametric multivariate model for extremes. Journal of Multivariate Analysis, Elsevier, 2010, 101 (9), pp.2103-2117. ⟨10.1016/j.jmva.2010.04.007⟩. ⟨hal-03200024⟩

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