GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE

DOI10.17654/TS054030225MaRDI QIDQ5204667zbMATH OpenOpenAlexWikidataFDO

Authors Moumouni Diallo, Lassina Diabaté, Ladji Kane, Diakarya Barro

Publication date 5 December 2019

Published in Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.17654/ts054030225

zbMATH Keywords

asymptotic dependenceextremal coefficientextreme value theorymadogramspatial statistics

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11)

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Cites work

• A dependence measure for multivariate and spatial extreme values: Properties and inference
• A new class of models for bivariate joint tails
• An introduction to copulas.
• An introduction to statistical modeling of extreme values
• Bivariate distributions with given extreme value attractor
• Bivariate tail estimation: dependence in asymptotic independence
• Extreme value theory. Proceedings of a conference held in Oberwolfach, FRG, Dec. 6-12, 1987
• Families of min-stable multivariate exponential and multivariate extreme value distributions
• Families of Multivariate Distributions
• Fragility index of block tailed vectors
• Generalized madogram and pairwise dependence of maxima over two regions of a random field.
• scientific article; zbMATH DE number 3820920 (Why is no real title available?)
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• Madogram and asymptotic independence among maxima
• Measurement of aggregate risk with copulas
• Modelling pairwise dependence of maxima in space
• Spatial modeling of extreme snow depth
• Spatial tail dependence and survival stability in a class of Archimedean copulas
• Statistics of Extremes

Describes a project that uses

Uses Software

• ismev

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