Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643)
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scientific article; zbMATH DE number 7247683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes |
scientific article; zbMATH DE number 7247683 |
Statements
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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