Modeling spatial tail dependence with Cauchy convolution processes

DOI10.1214/22-EJS2081MaRDI QIDQ2106793

Pavel Krupskii, Raphaël Huser

Publication date: 19 December 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.07094

zbMATH Keywords

copulatail dependencespatial processextreme-value modelkernel convolution processshort-range spatial dependence

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70)

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