Coles, Stuart G.; Tawn, Jonathan A. Modelling extreme multivariate events. (English) Zbl 0800.60020 J. R. Stat. Soc., Ser. B 53, No. 2, 377-392 (1991). Cited in 1 ReviewCited in 107 Documents MSC: 60G70 Extreme value theory; extremal stochastic processes 60G55 Point processes (e.g., Poisson, Cox, Hawkes processes) 62M09 Non-Markovian processes: estimation Keywords:extreme value theory; generalized Pareto distribution; maximum likelihood; multivariate ordering; non-homogeneous Poisson process; simplex measures PDFBibTeX XMLCite \textit{S. G. Coles} and \textit{J. A. Tawn}, J. R. Stat. Soc., Ser. B 53, No. 2, 377--392 (1991; Zbl 0800.60020)