The realization problem for tail correlation functions
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Publication:2363664
DOI10.1007/s10687-016-0250-8zbMath1369.60036arXiv1405.6876OpenAlexW2309947624MaRDI QIDQ2363664
Ulf-Rainer Fiebig, Martin Schlather, Kirstin Strokorb
Publication date: 25 July 2017
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.6876
Extreme value theory; extremal stochastic processes (60G70) Combinatorial properties of polytopes and polyhedra (number of faces, shortest paths, etc.) (52B05) Special polytopes (linear programming, centrally symmetric, etc.) (52B12) Stable stochastic processes (60G52)
Related Items
The realization problem for tail correlation functions, Bernoulli and tail-dependence compatibility, \(t\)-copula from the viewpoint of tail dependence matrices, On tail dependence matrices. The realization problem for parametric families, Tail-dependence, exceedance sets, and metric embeddings, Geometry of discrete copulas, Membership testing for Bernoulli and tail-dependence matrices, Extremes and regular variation, The spectrogram: a threshold-based inferential tool for extremes of stochastic processes, Tail correlation functions of max-stable processes
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