Prediction Regions for Bivariate Extreme Events

DOI10.1111/J.1467-842X.2004.00316.XzbMATH Open1061.62076OpenAlexW2049860315MaRDI QIDQ4665405FDOQ4665405

Authors: Nader Tajvidi, Peter Hall 

Publication date: 11 April 2005

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2004.00316.x

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zbMATH Keywords

cross-validationsmoothing parameterconvex hullcurve estimationsplinedependence functionpredictive likelihood

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Cited In (9)

• Extreme dependence of multivariate catastrophic losses
• Extremes of scale mixtures of multivariate time series
• On approximating dependence function and its derivatives
• A general approach to generate random variates for multivariate copulae
• Prediction of extremal precipitation by quantile regression forests: from SNU multiscale team
• A nonparametric method for producing isolines of bivariate exceedance probabilities
• Prediction of Extreme Events
• Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula
• Convex geometry of max-stable distributions

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