Random threshold driven tail dependence measures with application to precipitation data analysis

DOI10.5705/ss.202015.0421zbMath1362.62199OpenAlexW4245256784MaRDI QIDQ2977523

Zhengjun Zhang, Qiurong Cui, Chunming Zhang

Publication date: 18 April 2017

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202015.0421

zbMATH Keywords

hypothesis testingdata analysisnonlinear dependenceextreme value theoryclimate extremesconditional tail probability approximationtail quotient correlation coefficient (TQCC)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Measures of association (correlation, canonical correlation, etc.) (62H20)

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