An alternative point process framework for modeling multivariate extreme values

DOI10.1080/03610921003764233MaRDI QIDQ3015927zbMATH OpenOpenAlexFDO

Authors Alexandra Ramos, Anthony Ledford

Publication date 13 July 2011

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610921003764233

zbMATH Keywords

asymptotic dependenceasymptotic independencecoefficient of tail dependencecomponentwise maximajoint survivor functionpoint processessimulation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes (62M99)

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Cites work

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Cited in

(5)

• Inference for asymptotically independent samples of extremes
• scientific article; zbMATH DE number 3980150 (Why is no real title available?)
• Geostatistics of dependent and asymptotically independent extremes
• Asymptotic dependence of bivariate maxima
• Multidimensional extremal dependence coefficients

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