Dependence matrices for spatial extreme events
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Publication:2832633
DOI10.1080/03610926.2013.781649zbMath1349.60082OpenAlexW1981813080MaRDI QIDQ2832633
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Publication date: 11 November 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.781649
Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
Cites Work
- Dependence between two multivariate extremes
- An introduction to copulas.
- Orthant tail dependence of multivariate extreme value distributions
- Models for stationary max-stable random fields
- An Extreme-Type Limit Law for a Storage Process
- An extremal markovian sequence
- A dependence measure for multivariate and spatial extreme values: Properties and inference
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