Modeling spatial tail dependence with Cauchy convolution processes
From MaRDI portal
Publication:2106793
DOI10.1214/22-EJS2081MaRDI QIDQ2106793
Publication date: 19 December 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.07094
copula; tail dependence; spatial process; extreme-value model; kernel convolution process; short-range spatial dependence
62H11: Directional data; spatial statistics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60G70: Extreme value theory; extremal stochastic processes
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