Spatial dependence and space-time trend in extreme events

DOI10.1214/21-AOS2067zbMath1486.62139arXiv2003.04265OpenAlexW4213161163MaRDI QIDQ2119218

Yanyan Li

Publication date: 23 March 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.04265

zbMATH Keywords

testingmultivariate extreme value statisticsnon-identical distributionssequential tail empirical process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Statistics for heteroscedastic time series extremes

Cites Work

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• Nonparametric tests for constant tail dependence with an application to energy and finance
• An M-estimator for tail dependence in arbitrary dimensions
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• Maximum likelihood estimators based on the block maxima method
• Approximations to the tail empirical distribution function with application to testing extreme value conditions
• Weak Convergence of the Empirical Process and the Rescaled Empirical Distribution Function in the Skorokhod Product Space
• Asymptotic Statistics
• Statistics of Heteroscedastic Extremes
• Statistical modeling of spatial extremes

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