Conditional heavy-tail behavior with applications to precipitation and river flow extremes

Author:

Kinsvater PaulORCID,Fried Roland

Funder

DFG SFB 823

Publisher

Springer Science and Business Media LLC

Subject

General Environmental Science,Safety, Risk, Reliability and Quality,Water Science and Technology,Environmental Chemistry,Environmental Engineering

Reference45 articles.

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2. Beirlant J, Goegebeur Y, Segers J, Teugels J (2006) Statistics of extremes: theory and applications. Wiley, Hoboken

3. Bernard E, Naveau P, Vrac M, Mestre O (2013) Clustering of maxima: spatial dependencies among heavy rainfall in France. J Clim 26(20):7929–7937. doi: 10.1175/JCLI-D-12-00836.1

4. Bickel PJ, Lehmann EL (1975) Descriptive statistics for nonparametric models ii. Location. Ann Stat 3(5):1045–1069. doi: 10.1214/aos/1176343240

5. Bucher A, Kinsvater P, Kojadinovic I (2015) Detecting breaks in the dependence of multivariate extreme-value distributions. ArXiv 1505:00954

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