Modeling spatial tail dependence with Cauchy convolution processes
From MaRDI portal
Publication:2106793
Cites work
- scientific article; zbMATH DE number 5849508 (Why is no real title available?)
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 5200004 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- A General Approach to the Optimality of Minimum Distance Estimators
- A Multivariate Exponential Distribution
- A copula model for non-Gaussian multivariate spatial data
- A general approach to full-range tail dependence copulas
- A hierarchical max-infinitely divisible spatial model for extreme precipitation
- A highly efficient L-estimator for the location parameter of the Cauchy distribution
- A spectral representation for max-stable processes
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- Bayesian modeling of air pollution extremes using nested multivariate max-stable processes
- Dependence modelling for spatial extremes
- Estimating high-resolution red sea surface temperature hotspots, using a low-rank semiparametric spatial model
- Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
- Extremes of moving averages of stable processes
- Extremes of regularly varying Lévy-driven mixed moving average processes
- Factor copula models for multivariate data
- Factor copula models for replicated spatial data
- Geostatistics of extremes
- Graphical Models for Extremes
- Handbook of environmental and ecological statistics
- High-dimensional peaks-over-threshold inference
- Likelihood-based inference for max-stable processes
- Linear factor copula models and their properties
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
- Lévy-based modelling in brain imaging
- MAX-stable models for multivariate extremes
- Max-infinitely divisible models and inference for spatial extremes
- Maxima of normal random vectors: Between independence and complete dependence
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- Modelling across extremal dependence classes
- Models for stationary max-stable random fields
- Multivariate peaks over thresholds models
- Non-stationary dependence structures for spatial extremes
- Nonseparable, Stationary Covariance Functions for Space–Time Data
- On a bivariate copula with both upper and lower full-range tail dependence
- Pair-copula constructions of multiple dependence
- R-vine models for spatial time series with an application to daily mean temperature
- Rank-based inference for bivariate extreme-value copulas
- Space and space-time modeling using process convolutions
- Space–Time Modelling of Extreme Events
- Stationary max-stable fields associated to negative definite functions
- Statistical modeling of spatial extremes
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
- Statistics for near independence in multivariate extreme values
- Tail correlation functions of max-stable processes
- Tail-weighted dependence measures with limit being the tail dependence coefficient
Cited in
(4)
This page was built for publication: Modeling spatial tail dependence with Cauchy convolution processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2106793)