Models and inference for uncertainty in extremal dependence
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Publication:4547585
DOI10.1093/BIOMET/89.1.183zbMATH Open0997.62041OpenAlexW1994672297MaRDI QIDQ4547585FDOQ4547585
Authors: Francesco Pauli, Stuart Coles 
Publication date: 14 November 2002
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/89.1.183
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Bayesian inference (62F15) Multivariate analysis (62H99) Statistics of extreme values; tail inference (62G32) Hydrology, hydrography, oceanography (86A05)
Cited In (24)
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- Improved inference on risk measures for univariate extremes
- An alternative point process framework for modeling multivariate extreme values
- Geostatistics of dependent and asymptotically independent extremes
- A new class of models for bivariate joint tails
- Modelling dependence uncertainty in the extremes of Markov chain
- Modelling across extremal dependence classes
- The price of independence in a model with unknown dependence
- Inference of structures of models of probabilistic dependences from statistical data
- New estimation methods for extremal bivariate return curves
- Modelling non-stationarity in asymptotically independent extremes
- Recognizing a spatial extreme dependence structure: a deep learning approach
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
- Bayesian inference for the extremal dependence
- Influence measures and robust estimators of dependence in multivariate extremes
- A software review for extreme value analysis
- Likelihood-Based Procedures for Threshold Diagnostics and Uncertainty in Extreme Value Modelling
- Full Bayesian analysis for a model of tail dependence
- Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data
- A choice probability characterization of generalized extreme value models
- Bayesian model averaging for multivariate extremes
- Semiparametric bivariate modelling with flexible extremal dependence
- Bayesian uncertainty management in temporal dependence of extremes
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques
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