Measuring and modelling multivariate and spatial dependence of extremes
zbMATH Open1316.62140MaRDI QIDQ5262102FDOQ5262102
Authors: Jean-Noel Bacro, Gwladys Toulemonde 
Publication date: 13 July 2015
Full work available at URL: http://journal-sfds.fr/article/view/183/
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max-stable processasymptotic dependence/independenceinverse max-stable processmultivariate extreme dependencespatial extreme dependence
Inference from spatial processes (62M30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Measures of association (correlation, canonical correlation, etc.) (62H20) Stable stochastic processes (60G52)
Cited In (19)
- Capturing multivariate spatial dependence: model, estimate and then predict
- A flexible dependence model for spatial extremes
- Extreme dependence models based on event magnitude
- Measures of multivariate asymptotic dependence and their relation to spectral expansions
- Identifying groups of variables with the potential of being large simultaneously
- Spatial dependence and space-time trend in extreme events
- Asymptotic dependence modeling for spatio-temporal max-stable processes
- Accounting for choice of measurement scale in extreme value modeling
- Dependence matrices for spatial extreme events
- Dependence modelling for spatial extremes
- A survey of spatial extremes: measuring spatial dependence and modeling spatial effects
- Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
- A dependence measure for multivariate and spatial extreme values: Properties and inference
- Modelling the clustering of extreme events for short-term risk assessment
- Inference for asymptotically independent samples of extremes
- Space–Time Modelling of Extreme Events
- Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet
- Determining the dependence structure of multivariate extremes
- Extreme dependence models
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