Multidimensional extremal dependence coefficients

DOI10.1016/J.SPL.2017.09.018zbMath1386.60186arXiv1701.01340OpenAlexW2579761994MaRDI QIDQ680461

Marta Ferreira, Helena Ferreira

Publication date: 23 January 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.01340

zbMATH Keywords

random fieldstail dependenceextremal coefficientsmultivariate extreme value models

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Tail dependence and smoothness of time series ⋮ A crossinggram for random fields on lattices

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
• An introduction to copulas.
• Clustering of high values in random fields
• An exceptional max-stable process fully parameterized by its extremal coefficients
• Generalized Logistic Models and its orthant tail dependence
• Dependence modelling for spatial extremes
• Generalized madogram and pairwise dependence of maxima over two regions of a random field
• An Alternative Point Process Framework for Modeling Multivariate Extreme Values
• Variograms for spatial max-stable random fields
• Modelling pairwise dependence of maxima in space
• Statistics for near independence in multivariate extreme values
• Statistics of Extremes

This page was built for publication: Multidimensional extremal dependence coefficients