Madogram and asymptotic independence among maxima

zbMATH Open1314.62118MaRDI QIDQ5255159FDOQ5255159

Authors: Philippe Naveau, A. Schorgen, Armelle Guillou 

Publication date: 12 June 2015

Full work available at URL: https://www.ine.pt/revstat/pdf/rs140202.pdf

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zbMATH Keywords

maximum likelihoodextremal coefficientmethod-of-moment

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)

Cited In (8)

• Generalized madogram and pairwise dependence of maxima over two regions of a random field.
• Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool
• Reweighted madogram-type estimator of Pickands dependence function
• Inference for asymptotically independent samples of extremes
• Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
• GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE
• Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
• Multidimensional extremal dependence coefficients

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