scientific article; zbMATH DE number 6152613

zbMath1268.60074MaRDI QIDQ4915365

Marta Ferreira, Helena Ferreira

Publication date: 10 April 2013

Full work available at URL: http://www.kybernetika.cz/content/2012/5/988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

tail dependencemultivariate extreme value theoryextremal coefficients

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (11)

Estimating the extremal index through local dependence ⋮ Extremes of multivariate ARMAX processes ⋮ A new blocks estimator for the extremal index ⋮ Clustering of high values in random fields ⋮ A crossinggram for random fields on lattices ⋮ Estimating multivariate extremal dependence: a new proposal ⋮ Multidimensional extremal dependence coefficients ⋮ Extremal properties of M4 processes ⋮ Tail Dependence Under Sample Failures ⋮ Statistical methods for assessing the contagion of spatial extreme events among regions ⋮ Extremes of scale mixtures of multivariate time series

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