Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
DOI10.1007/S10687-010-0104-8zbMATH Open1238.62113OpenAlexW1595302466MaRDI QIDQ549643FDOQ549643
Jean-Noel Bacro, Christian Lantuéjoul, Liliane Bel
Publication date: 18 July 2011
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-010-0104-8
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Inference from spatial processes (62M30) Random fields; image analysis (62M40) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)
Cites Work
- An introduction to statistical modeling of extreme values
- Weak convergence of empirical copula processes
- Maxima of normal random vectors: Between independence and complete dependence
- Statistics for near independence in multivariate extreme values
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- Extreme value theory. An introduction.
- Models for stationary max-stable random fields
- The control of the false discovery rate in multiple testing under dependency.
- Variograms for spatial max-stable random fields
- Bivariate extreme statistics. I
- A dependence measure for multivariate and spatial extreme values: Properties and inference
- Sea and wind: multivariate extremes at work
- Hidden regular variation, second order regular variation and asymptotic independence
- Title not available (Why is that?)
- Parametric families of multivariate distributions with given margins
- Dependence measures for extreme value analyses
- Bivariate extreme value theory: Models and estimation
- Bivariate tail estimation: dependence in asymptotic independence
- Estimation of the coefficient of tail dependence in bivariate extremes
- Testing asymptotic independence in bivariate extremes
- Limit theory for multivariate sample extremes
- Characterizations and examples of hidden regular variation
- Regular score tests of independence in multivariate extreme values
- Testing the tail-dependence based on the radial component
- Testing for tail independence in extreme value models
Cited In (5)
- A robust test for asymptotic independence of bivariate extremes
- Testing asymptotic independence in bivariate extremes
- Storm processes and stochastic geometry
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions
- Book review of: J.-P. Chilés and P. Delfiner, Geostatistics. Modeling spatial uncertainty. 2nd ed.
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