Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions

Alexis Bienvenüe () and Christian Yann Robert
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Alexis Bienvenüe: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Christian Yann Robert: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Date: 2017-03
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Published in Scandinavian Journal of Statistics, 2017, 44 (1), pp.130-149. ⟨10.1111/sjos.12245⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02006789

DOI: 10.1111/sjos.12245

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