A class of goodness-of-fit tests for spatial extremes models based on max-stable processes

DOI10.4310/SII.2015.V8.N1.A5zbMath1407.62165arXiv1202.0514MaRDI QIDQ1747431

Hongwei Shang, Ivan Kojadinovic, Jun Yan

Publication date: 8 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.0514

zbMATH Keywords

copulaPickands dependence functionparametric bootstrapextremal coefficientsrank-based statisticspairwise pseudo-likelihood

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Applications of statistics to environmental and related topics (62P12) Hypothesis testing in multivariate analysis (62H15) Statistics of extreme values; tail inference (62G32) Stable stochastic processes (60G52)

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