Dependence matrices for spatial extreme events

DOI10.1080/03610926.2013.781649zbMath1349.60082OpenAlexW1981813080MaRDI QIDQ2832633

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Publication date: 11 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.781649

zbMATH Keywords

random fieldextremal dependence\(\max\)-stable process

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Cites Work

• Dependence between two multivariate extremes
• An introduction to copulas.
• Orthant tail dependence of multivariate extreme value distributions
• Models for stationary max-stable random fields
• An Extreme-Type Limit Law for a Storage Process
• An extremal markovian sequence
• A dependence measure for multivariate and spatial extreme values: Properties and inference

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