Extreme value copulas and max-stable processes
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Publication:5262087
zbMATH Open1316.60080MaRDI QIDQ5262087FDOQ5262087
Authors: Ribatet Mathieu, Sedki Mohammed 
Publication date: 13 July 2015
Full work available at URL: http://journal-sfds.fr/article/view/160/
Recommendations
Probability distributions: general theory (60E05) Extreme value theory; extremal stochastic processes (60G70) Applications of statistics to environmental and related topics (62P12)
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- A new extreme value copula and new families of univariate distributions based on Freund's exponential model
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- On the copula for multivariate extreme value distributions
- A multivariate spatial skew-\(t\) process for joint modeling of extreme precipitation indexes
- Spatial characterization of stochastic dependence using copulas
- On approximating max-stable processes and constructing extremal copula functions
- Assessing models for estimation and methods for uncertainty quantification for spatial return levels
- A likelihood for correlated extreme series
- Investigating the association between late spring Gulf of Mexico sea surface temperatures and U.S. Gulf Coast precipitation extremes with focus on Hurricane Harvey
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks
- Extreme Value Theory and Archimedean Copulas
- Tail correlation functions of max-stable processes
- Statistical modeling of spatial extremes
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