Diagnostics for pairwise extremal dependence in spatial processes

DOI10.1023/A:1024029128431zbMath1036.62094OpenAlexW1543569064MaRDI QIDQ1424684

Miguel A. Ancona-Navarrete, Jonathan A. Tawn

Publication date: 16 March 2004

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1024029128431

zbMATH Keywords

spatial processesasymptotic independencecoefficient of tail dependenceextremal dependencepairwise extremal dependence

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

Related Items (2)

Threshold selection for regional peaks-over-threshold data ⋮ A flexible dependence model for spatial extremes

This page was built for publication: Diagnostics for pairwise extremal dependence in spatial processes