Models and inference for uncertainty in extremal dependence

DOI10.1093/biomet/89.1.183zbMath0997.62041OpenAlexW1994672297MaRDI QIDQ4547585

Francesco Pauli, Stuart G. Coles

Publication date: 14 November 2002

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/89.1.183

zbMATH Keywords

multivariate extremesasymptotic independencemixture modeloceanographic data

Mathematics Subject Classification ID

Multivariate analysis (62H99) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Hydrology, hydrography, oceanography (86A05)

Related Items (10)

Modeling the Extremes of Bivariate Mixture Distributions With Application to Oceanographic Data ⋮ Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques ⋮ Influence measures and robust estimators of dependence in multivariate extremes ⋮ A software review for extreme value analysis ⋮ A New Class of Models for Bivariate Joint Tails ⋮ Geostatistics of dependent and asymptotically independent extremes ⋮ Bayesian uncertainty management in temporal dependence of extremes ⋮ An Alternative Point Process Framework for Modeling Multivariate Extreme Values ⋮ Modelling dependence uncertainty in the extremes of Markov chain ⋮ Modeling Spatial Processes with Unknown Extremal Dependence Class

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