Spectral density ratio models for multivariate extremes
DOI10.1080/01621459.2013.872651zbMATH Open1367.62270OpenAlexW2168128858MaRDI QIDQ4975414FDOQ4975414
Authors: Miguel De Carvalho, A. C. Davison 
Publication date: 4 August 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://infoscience.epfl.ch/record/201359/files/Final.pdf
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empirical likelihoodexponential tiltingspectral distributionsemiparametric modelingmultivariate extreme valuesair temperatureforest microclimate
Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
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- A note on profile likelihood for exponential tilt mixture models
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Cited In (24)
- Optimal sequential multiclass diagnosis
- Non-stationary dependence structures for spatial extremes
- Improved inference on risk measures for univariate extremes
- Regression-type models for extremal dependence
- Correlation for tree-shaped datasets and its Bayesian estimation
- Exceedance-based nonlinear regression of tail dependence
- Extreme value modelling of water-related insurance claims
- Density ratio model with data-adaptive basis function
- Statistical inference on a changing extreme value dependence structure
- Semiparametric empirical likelihood inference with estimating equations under density ratio models
- Model-based inference of conditional extreme value distributions with hydrological applications
- Modelling non-stationarity in asymptotically independent extremes
- Testing homogeneity for multiple nonnegative distributions with excess zero observations
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
- Non-linear models for extremal dependence
- Concentration bounds for the empirical angular measure with statistical learning applications
- Simulating flood event sets using extremal principal components
- Bernstein polynomial angular densities of multivariate extreme value distributions
- On Stratified Density Ratio Models
- Modeling panels of extremes
- Time-varying extreme value dependence with application to leading European stock markets
- A Mixture Model for Multivariate Extremes
- Semiparametric bivariate modelling with flexible extremal dependence
- Full likelihood inference for max-stable data
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