Extremal dependence measure for functional data
type: Item
instance of: scholarly article
title: Extremal dependence measure for functional data
author: Mihyun Kim
author: Piotr Kokoszka
published in: Journal of Multivariate Analysis
publication date: 2022-03-01T00:00:00Z
Mathematics Subject Classification ID: 62Hxx
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 7482255
zbMATH Keywords: functional data
zbMATH Keywords: functional scores
zbMATH Keywords: multivariate extremal dependence
zbMATH Keywords: regular variation
MaRDI profile type: Publication
full work available at URL: j.jmva.2021.104887
OpenAlex ID: W3209012911
cites work: Recent advances in functional data analysis and high-dimensional statistics
cites work: Measure Theory
cites work: Decompositions of dependence for high-dimensional extremes
cites work: Kernel estimates of the tail index of a distribution
cites work: A partial overview of the theory of statistics with functional data
cites work: The sample autocorrelations of heavy-tailed processes with applications to ARCH
cites work: The extremogram: a correlogram for extreme events
cites work: Limit theory for moving averages of random variables with regularly varying tail probabilities
cites work: More limit theory for the sample correlation function of moving averages
cites work: Limit theory for the sample covariance and correlation functions of moving averages
cites work: Q4343010
cites work: High-dimensional peaks-over-threshold inference
cites work: Multivariate max-stable spatial processes
cites work: An introduction to recent advances in high/infinite dimensional statistics
cites work: On asymptotic normality of Hill's estimator for the exponent of regular variation
cites work: Inference for functional data with applications
cites work: Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
cites work: Regular variation for measures on metric spaces
cites work: Hill estimator of projections of functional data on principal components
cites work: Principal components analysis of regularly varying functions
cites work: Extremal dependence measure and extremogram: the regularly varying case
cites work: Statistics for near independence in multivariate extreme values
cites work: Q4363950
cites work: Diagnostics for Dependence within Time Series Extremes
cites work: Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
cites work: Hidden regular variation, second order regular variation and asymptotic independence
cites work: The Extremal Dependence Measure and Asymptotic Independence
cites work: Heavy-Tail Phenomena
cites work: Asymptotic behavior of hill's estimator for autoregressive data
cites work: Smoothing the Hill Estimator
DOI: 10.1016/J.JMVA.2021.104887
Recommended article: Dependence measures for extreme value analyses
Recommended article: Measuring the extremal dependence
Recommended article: Nonparametric estimation of the measure of functional dependence
Recommended article: Q5272731
Recommended article: Extremal dependence measure and extremogram: the regularly varying case
Recommended article: Non-parametric estimators of multivariate extreme dependence functions
Recommended article: Estimation of Extreme Quantiles for Functions of Dependent Random Variables
Recommended article: Nonparametric estimation of the dependence function for a multivariate extreme value distribution
description: scientific article; zbMATH DE number 7482255