Extreme dependence models based on event magnitude

DOI10.1016/j.jmva.2013.07.009zbMath1292.60048OpenAlexW2029223683MaRDI QIDQ391856

Simone A. Padoan

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.009

zbMATH Keywords

multivariate extremesFréchet distributionmax-stable processesspatial extremesCauchy distributionextremal coefficient functionHüsler-Reiss distributionPickands' functionsea-levelssurge levels

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (6)

Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude ⋮ Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ High-dimensional inference using the extremal skew-\(t\) process ⋮ A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation ⋮ Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences ⋮ A flexible dependence model for spatial extremes

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