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Extremal <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>t</mml:mi></mml:math> processes: Elliptical domain of attraction and a spectral representation

Thomas Opitz

Journal of Multivariate Analysis · 2013 · 127 citations · 31 references

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References

31

The t Copula and Related Copulas

Stefano Demarta, Alexander J. McNeil · International Statistical Review · 2007 · 959 citations

, , +15

Statistical Modeling of Spatial Extremes

A. C. Davison, Simone A. Padoan, Mathieu Ribatet · Statistical Science · 2012 · 586 citations · Full text

, , +17

A Spectral Representation for Max-stable Processes

Laurens de Haan · The Annals of Probability · 1984 · 536 citations · Full text

, , +13

Extreme Value Theory: An Introduction

George Michailidis, Stilian Stoev · Technometrics · 2007 · 532 citations

, , +10

Statistics of Extremes: Theory and Applications

Nicole A. Lazar · Technometrics · 2005 · 522 citations

, , +9