HiDimMaxStable: Inference on High Dimensional Max-Stable Distributions

Inference of high dimensional max-stable distributions, from the paper "Likelihood based inference for high-dimensional extreme value distributions", by A. Bienvenüe and C. Robert, arXiv:1403.0065 [stat.AP].

AuthorAlexis Bienvenüe [aut, cre], Christian Robert [aut]
Date of publication2015-01-14 12:30:22
MaintainerAlexis Bienvenüe <alexis.bienvenue@univ-lyon1.fr>
LicenseGPL (>= 2)

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