Measuring and modelling multivariate and spatial dependence of extremes

MaRDI QIDQ5262102zbMATH OpenFDO

Authors Jean-Noel Bacro, Gwladys Toulemonde

Publication date 13 July 2015

Full work available at URL http://journal-sfds.fr/article/view/183/

zbMATH Keywords

max-stable processasymptotic dependence/independenceinverse max-stable processmultivariate extreme dependencespatial extreme dependence

Mathematics Subject Classification ID

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)

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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
• Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
• A survey of spatial extremes: measuring spatial dependence and modeling spatial effects
• 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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