Spatial dependence and space–time trend in extreme events-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Spatial dependence and space–time trend in extreme events

Published:2022-02-01 Issue:1 Volume:50 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Einmahl John H. J.¹,Ferreira Ana²,de Haan Laurens³,Neves Cláudia⁴,Zhou Chen⁵

Affiliation:

1. Department of Econometrics and Operations Research, Tilburg University

2. Instituto Superior Técnico (IST), University of Lisbon

3. Department of Statistics, University of Lisbon

4. Department of Mathematics and Statistics, University of Reading

5. Econometric Institute, Erasmus University Rotterdam

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

1. BÜCHER, A., JÄSCHKE, S. and WIED, D. (2015). Nonparametric tests for constant tail dependence with an application to energy and finance. J. Econometrics 187 154–168.

2. DAVISON, A. C. and SMITH, R. L. (1990). Models for exceedances over high thresholds. J. Roy. Statist. Soc. Ser. B 52 393–442.

3. DE HAAN, L., KLEIN TANK, A. and NEVES, C. (2015). On tail trend detection: Modeling relative risk. Extremes 18 141–178.

4. DREES, H., DE HAAN, L. and LI, D. (2006). Approximations to the tail empirical distribution function with application to testing extreme value conditions. J. Statist. Plann. Inference 136 3498–3538.

5. EINMAHL, J. H. J., DE HAAN, L. and ZHOU, C. (2016). Statistics of heteroscedastic extremes. J. R. Stat. Soc. Ser. B. Stat. Methodol. 78 31–51.

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Fast procedure to compute empirical and Bernstein copulas;Applied Mathematics and Computation;2024-09

2. Statistics for heteroscedastic time series extremes;Bernoulli;2024-02-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3