{"paper":{"title":"Simple models for multivariate regular variations and the H\\\"usler-Reiss Pareto distribution","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"stat.ME","authors_text":"Clement Dombry, Zhen Wai Olivier Ho","submitted_at":"2017-12-26T09:56:50Z","abstract_excerpt":"We revisit multivariate extreme value theory modeling by emphasizing multivariate regular variations and the multivariate Breiman Lemma. This allows us to recover in a simple framework the most popular multivariate extreme value distributions, such as the logistic, negative logistic, Dirichlet, extremal-$t$ and H\\\"usler-Reiss models. In a second part of the paper, we focus on the H\\\"usler-Reiss Pareto model and its surprising exponential family property. After a thorough study of this exponential family structure, we focus on maximum likelihood estimation. We also consider the generalized H\\\"u"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1712.09225","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}