Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643): Difference between revisions

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scientific article; zbMATH DE number 7247683
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Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
scientific article; zbMATH DE number 7247683

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    Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (English)
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    15 September 2020
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    factor copula model
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    local likelihood
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    nonstationarity
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    spatial extremes
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    threshold exceedance
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