Modelling pairwise dependence of maxima in space
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Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32)
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Cited in
(42)- A comparison of dependence function estimators in multivariate extremes
- A regionalisation approach for rainfall based on extremal dependence
- Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach
- A horse race between the block maxima method and the peak-over-threshold approach
- Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool
- Method of moments estimators for the extremal index of a stationary time series
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks
- On second order conditions in the multivariate block maxima and peak over threshold method
- On the block maxima method in extreme value theory: PWM estimators
- An exceptional max-stable process fully parameterized by its extremal coefficients
- Tail correlation functions of max-stable processes
- Detecting breaks in the dependence of multivariate extreme-value distributions
- Multiple block sizes and overlapping blocks for multivariate time series extremes
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
- Dependence matrices for spatial extreme events
- Generalized madogram and pairwise dependence of maxima over two regions of a random field.
- Conditional sampling for spectrally discrete max-stable random fields
- A dependence measure for multivariate and spatial extreme values: Properties and inference
- Tail-weighted dependence measures with limit being the tail dependence coefficient
- Empirical likelihood for high-dimensional linear regression models
- Geostatistics of dependent and asymptotically independent extremes
- Spatial risk measures for max-stable and max-mixture processes
- Space-time max-stable models with spectral separability
- GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE
- Geostatistics of extremes
- Statistical methods for assessing the contagion of spatial extreme events among regions
- Statistical modeling of spatial extremes
- Rejoinder
- Particle filtering for Gumbel‐distributed daily maxima of methane and nitrous oxide
- Reweighted madogram-type estimator of Pickands dependence function
- Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data
- A crossinggram for random fields on lattices
- Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses
- Recognizing a spatial extreme dependence structure: a deep learning approach
- Online prediction of extreme conditional quantiles via B-spline interpolation
- Multidimensional extremal dependence coefficients
- High-Dimensional Variable Clustering based on Maxima of a Weakly Dependent Random Process
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions
- Conditional independence among max-stable laws
- The pairwise beta distribution: A flexible parametric multivariate model for extremes
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