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Modeling Spatial Processes with Unknown Extremal Dependence Class
13 references·7 citing·25 second hop
Modeling Spatial Processes with Unknown Extremal Dependence Class (2018)Modeling Spatial Processes with Unknown E…Statistics of Extremes (2015)Statistics of ExtremesDependence Modeling with Copulas (2014)Dependence Modeling with Copu…Statistical Modeling of Spatial Extremes (2012)Statistical Modeling of Spati…Dependence modelling for spatial extremes (2012)Dependence modelling for spat…Likelihood-Based Inference for Max-Stable Processes (2010)Likelihood-Based Inference fo…Extreme Value Theory : An Introduction (2006)Extreme Value Theory : An Int…Extreme value theory : an introduction (2006)Extreme value theory : an int…Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence (2002)Hidden Regular Variation, Sec…Dependence Measures for Extreme Value Analyses (1999)Dependence Measures for Extre…Modelling Dependence within Joint Tail Regions (1997)Modelling Dependence within J…Markov chain models for threshold exceedances (1997)Markov chain models for thres…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…Modeling the global sovereign credit network under climate change (2023)Modeling the global sovereign…Higher-dimensional spatial extremes via single-site conditioning (2022)Higher-dimensional spatial ex…Functional Peaks-Over-Threshold Analysis (2022)Functional Peaks-Over-Thresho…Asymmetric tail dependence modeling, with application to cryptocurrency market data (2022)Asymmetric tail dependence mo…Advances in statistical modeling of spatial extremes (2020)Advances in statistical model…Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (2019)Local Likelihood Estimation o…Extremal dependence of random scale constructions (2019)Extremal dependence of random…Extreme Values, Regular Variation and Point Processes (1987)Models for Exceedances Over High Thresholds (1990)An Introduction to Copulas (1999)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)Forecast Verification (2011)STATISTICS FOR SPATIAL DATA (1992)Statistics for Spatial Data (1993)An Introduction to Statistical Modeling of Extreme Values (2001)Geostatistics of extremes (2011)Space–Time Modelling of Extreme Events (2013)A review of quantification methodologies for multi-hazard interrelationships (2019)Statistics for Spatial Data. (1993)Extreme events: dynamics, statistics and prediction (2011)Applied Probability and Queues (1987)Multivariate generalized Pareto distributions (2006)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Copulas for Finance - A Reading Guide and Some Applications (2007)Non‐parametric Estimation of Tail Dependence (2005)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)A review and assessment of importance sampling methods for reliability analysis (2022)Stationary max-stable fields associated to negative definite functions (2009)Power-law distributions in empirical data (2018)Risk management with expectiles (2015)
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References

  • 2006Extreme Value Theory : An Introduction1,564 cited
  • 2014Dependence Modeling with Copulas1,564 cited
  • 2006Extreme value theory : an introduction1,256 cited
  • 1999Dependence Measures for Extreme Value Analyses802 cited
  • 1996Statistics for near independence in multivariate extreme values742 cited
  • 2012Statistical Modeling of Spatial Extremes585 cited
  • 1991Modelling Extreme Multivariate Events529 cited
  • 1997Modelling Dependence within Joint Tail Regions424 cited
  • 2010Likelihood-Based Inference for Max-Stable Processes395 cited
  • 1997Markov chain models for threshold exceedances200 cited
  • 2015Statistics of Extremes187 cited
  • 2012Dependence modelling for spatial extremes172 cited
  • 2002Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence159 cited

Cited by

  • 2020Advances in statistical modeling of spatial extremes99 cited
  • 2022Higher-dimensional spatial extremes via single-site conditioning70 cited
  • 2023Modeling the global sovereign credit network under climate change

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47 cited
  • 2022Functional Peaks-Over-Threshold Analysis43 cited
  • 2019Extremal dependence of random scale constructions42 cited
  • 2019Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes41 cited
  • 2022Asymmetric tail dependence modeling, with application to cryptocurrency market data33 cited