Probabilities of Concurrent Extremes

DOI10.1080/01621459.2017.1356318zbMath1409.60087arXiv1503.05748MaRDI QIDQ3121180

Clément Dombry, Stilian A. Stoev, Mathieu Ribatet

Publication date: 20 March 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.05748

zbMATH Keywords

Poisson point process; MAX-stable process; Kendall's \({\tau}\); Slyvniak formula; temperature extremes

Mathematics Subject Classification ID

62M30: Inference from spatial processes

62M40: Random fields; image analysis

62P12: Applications of statistics to environmental and related topics

60G70: Extreme value theory; extremal stochastic processes

60G52: Stable stochastic processes

Uses Software

• fields