Statistical methods for assessing the contagion of spatial extreme events among regions

DOI10.1080/03610926.2018.1473612OpenAlexW2908483807MaRDI QIDQ5866062

Cecília Fonseca, Luísa Pereira

Publication date: 10 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1473612

zbMATH Keywords

max-stable random fieldsextremal coefficientstail dependence function

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures

Cites Work

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• Statistics of Extremes
• Stability and contagion measures for spatial extreme value analyses

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