Extreme dependence models based on event magnitude

DOI10.1016/j.jmva.2013.07.009zbMath1292.60048MaRDI QIDQ391856

Simone A. Padoan

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.009

zbMATH Keywords

multivariate extremes; Fréchet distribution; max-stable processes; spatial extremes; Cauchy distribution; extremal coefficient function; Hüsler-Reiss distribution; Pickands' function; sea-levels; surge levels

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

62M30: Inference from spatial processes

60G15: Gaussian processes

60G70: Extreme value theory; extremal stochastic processes

Related Items

A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation, A flexible dependence model for spatial extremes, Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences, Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude, High-dimensional inference using the extremal skew-\(t\) process, Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes

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