Spatial characterization of stochastic dependence using copulas

DOI10.17654/TS058010021MaRDI QIDQ5036023zbMATH OpenOpenAlexFDO

Authors Remi Guillaume Bagré, Vini Yves Bernadin Loyara, Diakarya Barro

Publication date 23 February 2022

Published in Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.17654/ts058010021

zbMATH Keywords

diagonal section of spatial copulasmax-stable processesspatial copulasspatial dependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inference from spatial processes (62M30)

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Cites work

• An introduction to copulas. Properties and applications
• scientific article; zbMATH DE number 5080942 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Multivariate risks modeling for financial portfolio management and climate applications
• Spatial tail dependence and survival stability in a class of Archimedean copulas
• Survival analysis by sampling mixtures of extremal copulas

Cited in

(10)

• Diagnostics for pairwise extremal dependence in spatial processes
• Spatially homogeneous copulas
• Stochastic dependence modelling using conditional elliptical processes
• A note on continuous spatial-temporal dynamics of stochastic processes
• Descriptive Parameters of Location, Dispersion and Stochastic Dependence
• Spatial Interpolation Using Copula for non-Gaussian Modeling of Rainfall Data
• FINITE ELEMENT METHOD USED TO APPROXIMATE BIVARIATE COPULAS WITH DIRICHLET NON HOMOGENEOUS CONDITION
• Copula‐based semiparametric models for spatiotemporal data
• Geostatistical analysis with copula-based models of madograms, correlograms and variograms
• Factor copula approaches for assessing spatially dependent high-dimensional risks

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