Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
From MaRDI portal
Publication:391905
DOI10.1016/j.jmva.2013.08.008zbMath1282.60054arXiv1207.2296OpenAlexW2020121419MaRDI QIDQ391905
Publication date: 13 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.2296
Related Items (28)
Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang ⋮ Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models ⋮ Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude ⋮ Non-stationary dependence structures for spatial extremes ⋮ Representations of \(\max\)-stable processes via exponential tilting ⋮ On the estimation of extreme directional multivariate quantiles ⋮ Hierarchical Archimax copulas ⋮ Stochastic derivative estimation for max-stable random fields ⋮ Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool ⋮ Models for Extremal Dependence Derived from Skew-symmetric Families ⋮ Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions ⋮ Unnamed Item ⋮ Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data ⋮ High-dimensional inference using the extremal skew-\(t\) process ⋮ Estimating high-resolution red sea surface temperature hotspots, using a low-rank semiparametric spatial model ⋮ Extremal attractors of Liouville copulas ⋮ Editorial: EVA 2019 data competition on spatio-temporal prediction of Red Sea surface temperature extremes ⋮ Extremal dependence of random scale constructions ⋮ ABC model selection for spatial extremes models applied to south Australian maximum temperature data ⋮ Conditioned limit laws for inverted max-stable processes ⋮ Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes ⋮ Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes ⋮ A comparative tour through the simulation algorithms for max-stable processes ⋮ Probabilities of Concurrent Extremes ⋮ The spectrogram: a threshold-based inferential tool for extremes of stochastic processes ⋮ A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes ⋮ A flexible dependence model for spatial extremes ⋮ Extremes on river networks
Cites Work
- Unnamed Item
- Unnamed Item
- Extreme value properties of multivariate \(t\) copulas
- Estimating the tail dependence function of an elliptical distribution
- Extremes of independent chi-square random vectors
- Stationary max-stable fields associated to negative definite functions
- A spectral representation for max-stable processes
- Models for stationary max-stable random fields
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
- Maxima of normal random vectors: Between independence and complete dependence
- Extreme value theory for space-time processes with heavy-tailed distributions
- On the regular variation of elliptical random vectors
- Max-stable models for multivariate extremes
- Laws of Small Numbers: Extremes and Rare Events
- The t Copula and Related Copulas
- Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case
- Extreme values of independent stochastic processes
- A dependence measure for multivariate and spatial extreme values: Properties and inference
- Multivariate extremes, aggregation and dependence in elliptical distributions
- Statistics of Extremes
- Conditional simulation of max-stable processes
- Statistical modeling of spatial extremes
This page was built for publication: Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
