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Extremal t processes: Elliptical domain of attraction and a spectral representation
16 references·12 citing·29 second hop
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References

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  • 2007The t Copula and Related Copulas964 cited
  • 2012Statistical Modeling of Spatial Extremes585 cited
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  • 2003A dependence measure for multivariate and spatial extreme values: Properties and inference275 cited
  • 1989Maxima of normal random vectors: Between independence and complete dependence255 cited
  • 2002Multivariate extremes, aggregation and dependence in elliptical distributions251 cited
  • 1994Maxima of bivariate random vectors: Between independence and complete dependence

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208 cited

Cited by

  • 2015Extremes on river networks117 cited
  • 2015Efficient inference and simulation for elliptical Pareto processes100 cited
  • 2020Advances in statistical modeling of spatial extremes99 cited
  • 2015High-Order Composite Likelihood Inference for Max-Stable Distributions and Processes96 cited
  • 2017Bridging asymptotic independence and dependence in spatial extremes using Gaussian scale mixtures92 cited
  • 2019Decompositions of dependence for high-dimensional extremes90 cited
  • 2016Exact simulation of max-stable processes81 cited
  • 2016Non-Stationary Dependence Structures for Spatial Extremes76 cited
  • 2013Spatial extremes: Max-stable processes at work76 cited
  • 2016Modeling asymptotically independent spatial extremes based on Laplace random fields56 cited
  • 2022Functional Peaks-Over-Threshold Analysis43 cited
  • 2019Extremal dependence of random scale constructions42 cited