The coefficient of tail dependence η and a slowly varying function L provide information about pairwise extremal dependence of a max-stable spatial process. They enable to know whether the spatial process is asymptotically dependent, asymptotically independent or independent for any pair of locations i and j. We propose a generalization of such diagnostic tools in order to quantify the dependence for any pair of sets A and B of locations. We illustrate the properties and use of such measures through theoretical examples
textabstractThe aim of this paper is to provide models for spatial extremes in the case of stationar...
summary:Due to globalization and relaxed market regulation, we have assisted to an increasing of ext...
Max-stable processes play a fundamental role in modeling the spatial dependence of extremes because ...
A measure of pairwise extremal dependence for spatial processes, that is marginally invariant, is in...
We present properties of a dependence measure that arises in the study of extreme values in multivar...
We present properties of a dependence measure that arises in the study of extreme values in multivar...
Volume 1For spatial processes such as environmental ones, it is of great importance to understand ho...
summary:Spatial environmental processes often exhibit dependence in their large values. In order to ...
Max-stable processes are natural models for spatial extremes because they provide suit-able asymptot...
A bivariate random vector can exhibit either asymptotic independence or dependence between the large...
The statistical theory of extremes is extended to independent multivariate observations that are non...
The development of a general inferential theory for nonlinear models with cross-sectionally or spati...
Wetackle the modeling of threshold exceedances in asymptotically independent stochastic processes by...
By considering pointwise maxima of independent stationary random processes with dependent Cauchy mar...
• One common way to deal with extreme value analysis in spatial statistics is by using the max-stabl...
textabstractThe aim of this paper is to provide models for spatial extremes in the case of stationar...
summary:Due to globalization and relaxed market regulation, we have assisted to an increasing of ext...
Max-stable processes play a fundamental role in modeling the spatial dependence of extremes because ...
A measure of pairwise extremal dependence for spatial processes, that is marginally invariant, is in...
We present properties of a dependence measure that arises in the study of extreme values in multivar...
We present properties of a dependence measure that arises in the study of extreme values in multivar...
Volume 1For spatial processes such as environmental ones, it is of great importance to understand ho...
summary:Spatial environmental processes often exhibit dependence in their large values. In order to ...
Max-stable processes are natural models for spatial extremes because they provide suit-able asymptot...
A bivariate random vector can exhibit either asymptotic independence or dependence between the large...
The statistical theory of extremes is extended to independent multivariate observations that are non...
The development of a general inferential theory for nonlinear models with cross-sectionally or spati...
Wetackle the modeling of threshold exceedances in asymptotically independent stochastic processes by...
By considering pointwise maxima of independent stationary random processes with dependent Cauchy mar...
• One common way to deal with extreme value analysis in spatial statistics is by using the max-stabl...
textabstractThe aim of this paper is to provide models for spatial extremes in the case of stationar...
summary:Due to globalization and relaxed market regulation, we have assisted to an increasing of ext...
Max-stable processes play a fundamental role in modeling the spatial dependence of extremes because ...