Extreme value copulas and max-stable processes
By Mathieu Ribatet, Mohammed Sedki. 2013
58 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/5bd26bf85fd200dea19b635d84bb76bbb0451f2f
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Citations in the corpus
- Multivariate Copula Analysis Toolbox (MvCAT): Describing dependence and underlying uncertainty using a Bayesian framework (2017, methodology): “, 2015], dependence analysis of hyetographs and hydrographs [Serinaldi and Kilsby, 2013], and extreme value analysis [Renard and Lang, 2007; Ribatet and Sedki, 2013].”
- Spatial extremes: Max-stable processes at work (2013, unknown): “Finally a fourth possibility that generalizes the Schlather model and known as the extremal-t Opitz (2012); Ribatet and Sedki (2013), assumes in (4) that Yi(x) = cν max{0,εi(x)}ν , cν = √ π2−(ν−2)/2Γ ( ν +1 2 )−1 , ν ≥ 1, where ε is a standard Gaussian process with correlation function ρ and Γ is…”