A dependence measure for multivariate and spatial extreme values: Properties and inference

DOI10.1093/biomet/90.1.139zbMath1035.62045OpenAlexW1977244285MaRDI QIDQ4455397

Publication date: 16 March 2004

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/aed84bdaea853446295b840cd22ce5e4162d0238

zbMATH Keywords

max-stable process extreme value dependence measure extremal coefficient function multivariate extreme-value distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05) Statistics of extreme values; tail inference (62G32)

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