Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Simple models for multivariate regular variations and the H\"usler-Reiss
  Pareto distribution   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\"usler-Reiss
Pareto model with different tail indices and a likelihood ratio test for
discriminating constant tail index versus varying tail indices.

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The categories of this paper are: astro-ph
28
The categories of this paper are: alg-geom
11
The categories of this paper are: hep-lat
31
The categories of this paper are: ao-sci
34
The categories of this paper are: chem-ph
12
The categories of this paper are: nucl-th
25
The categories of this paper are: patt-sol
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The categories of this paper are: gr-qc
14
The categories of this paper are: math-ph
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The categories of this paper are: math
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The categories of this paper are: cs
30
The categories of this paper are: q-alg
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The categories of this paper are: cond-mat
32
The categories of this paper are: atom-ph
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The categories of this paper are: eess
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The categories of this paper are: hep-ex