On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions
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- Hofert, Marius & Maechler, Martin, 2011. "Nested Archimedean Copulas Meet R: The nacopula Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 39(i09).
- Emeric Thibaud & Thomas Opitz, 2015. "Efficient inference and simulation for elliptical Pareto processes," Biometrika, Biometrika Trust, vol. 102(4), pages 855-870.
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