A dependence measure for multivariate and spatial extreme values: Properties and inference
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Publication:4455397
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(84)- A flexible dependence model for spatial extremes
- Spatial prediction using bivariate exponential distribution
- The pairwise beta distribution: A flexible parametric multivariate model for extremes
- Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
- Generalized madogram and pairwise dependence of maxima over two regions of a random field.
- Max-stable processes for modeling extremes observed in space and time
- Geostatistics of extremes
- Geostatistics of dependent and asymptotically independent extremes
- A comparison of dependence function estimators in multivariate extremes
- Total positivity in multivariate extremes
- High-level dependence in time series models
- Identifying groups of variables with the potential of being large simultaneously
- Dependence estimation and visualization in multivariate extremes with applications to financial data
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
- Advances in statistical modeling of spatial extremes
- Tail-dependence, exceedance sets, and metric embeddings
- Estimation of spatial max-stable models using threshold exceedances
- Spatial dependence and space-time trend in extreme events
- Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data
- Continuous spatial process models for spatial extreme values
- Clustering of high values in random fields
- Capturing the multivariate extremal index: bounds and interconnections
- Exploration and inference in spatial extremes using empirical basis functions
- Stability and contagion measures for spatial extreme value analyses
- Statistical methods for assessing the contagion of spatial extreme events among regions
- Diagnostics for pairwise extremal dependence in spatial processes
- Extremal shot noises, heavy tails and max-stable random fields
- Spatial risk measures for max-stable and max-mixture processes
- Space-time max-stable models with spectral separability
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US
- Toward optimal fingerprinting in detection and attribution of changes in climate extremes
- Limit laws for multidimensional extremes
- Statistical inference for max-stable processes by conditioning on extreme events
- Exceedance-based nonlinear regression of tail dependence
- Measuring and modelling multivariate and spatial dependence of extremes
- Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses
- Modelling pairwise dependence of maxima in space
- Modeling the spatial behavior of the meteorological drivers' effects on extreme ozone
- Conditional sampling for spectrally discrete max-stable random fields
- Statistical inference on a changing extreme value dependence structure
- A Bayesian hierarchical model for spatial extremes with multiple durations
- A hierarchical max-infinitely divisible spatial model for extreme precipitation
- Extremal financial risk models and portfolio evaluation
- Non-linear models for extremal dependence
- Censored pairwise likelihood-based tests for mixture parameter of spatial max-mixture models
- Investigating the association between late spring Gulf of Mexico sea surface temperatures and U.S. Gulf Coast precipitation extremes with focus on Hurricane Harvey
- Recognizing a spatial extreme dependence structure: a deep learning approach
- Spatial deformation for nonstationary extremal dependence
- Improved return level estimation via a weighted likelihood, latent spatial extremes model
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks
- Probabilities of concurrent extremes
- Stochastic derivative estimation for max-stable random fields
- Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach
- A continuous updating weighted least squares estimator of tail dependence in high dimensions
- Spatial risk measures and applications to max-stable processes
- Maxima of independent, non-identically distributed Gaussian vectors
- Dependence matrices for spatial extreme events
- Influence measures and robust estimators of dependence in multivariate extremes
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool
- ABC model selection for spatial extremes models applied to south Australian maximum temperature data
- Storm processes and stochastic geometry
- Measuring large comovements in financial markets
- Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation
- Entropy measure for the quantification of upper quantile interdependence in multivariate distributions
- Multivariate extreme models based on underlying skew-t and skew-normal distributions
- Equivalent representations of max-stable processes via \(\ell^p\)-norms
- Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
- Extremes on river networks
- Spatial modeling of extreme snow depth
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
- Tail correlation functions of max-stable processes
- The realization problem for tail correlation functions
- GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE
- Nonparametric spatial models for extremes: application to extreme temperature data
- Dependence properties of multivariate max-stable distributions
- Extremal dependence measure and extremogram: the regularly varying case
- Stationary max-stable fields associated to negative definite functions
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes
- Robust bounds in multivariate extremes
- Ergodic properties of max-infinitely divisible processes
- Statistical modeling of spatial extremes
- GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS
- Convex geometry of max-stable distributions
- Long range dependence for stable random processes
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