Stability and contagion measures for spatial extreme value analyses

zbMath1319.60116arXiv1206.1228MaRDI QIDQ5179069

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Publication date: 19 March 2015

Full work available at URL: https://arxiv.org/abs/1206.1228

zbMATH Keywords

climate changemax-stable processesspatial extremesextremal dependencemultivariate extreme value theorycontagion measureshydrologic relationships

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Hydrology, hydrography, oceanography (86A05) Meteorology and atmospheric physics (86A10)

Related Items (2)

A crossinggram for random fields on lattices ⋮ Statistical methods for assessing the contagion of spatial extreme events among regions

Cites Work

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• Non-parametric Estimation of Tail Dependence
• A dependence measure for multivariate and spatial extreme values: Properties and inference
• The behavior of multivariate maxima of moving maxima processes
• Statistics of Extremes

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