Conditional independence among max-stable laws-Reference-Cited by-同舟云学术

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Conditional independence among max-stable laws

Published:2016-01 Issue: Volume:108 Page:9-15
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Papastathopoulos Ioannis,Strokorb Kirstin

Funder

Engineering and Physical Sciences Research Council

German Research Foundation DFG

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference27 articles.

1. A construction principle for multivariate extreme value distributions;Ballani;Biometrika,2011

2. Statistics of Extremes;Beirlant,2004

3. Principles of Combinatorics;Berge,1971

4. Convergence to bivariate limiting extreme value distributions;Berman;Ann. Inst. Statist. Math.,1961

5. Spatial modeling of extreme snow depth;Blanchet;Ann. Appl. Stat.,2011

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1. Stochastic ordering in multivariate extremes;Extremes;2024-05-01

2. Spatial Wildfire Risk Modeling Using a Tree-Based Multivariate Generalized Pareto Mixture Model;Journal of Agricultural, Biological and Environmental Statistics;2024-02-21

3. Modeling multivariate extreme value distributions via Markov trees;Scandinavian Journal of Statistics;2023-12-13

4. Vecchia Likelihood Approximation for Accurate and Fast Inference with Intractable Spatial Max-Stable Models;Journal of Computational and Graphical Statistics;2023-11-21

5. Total positivity in multivariate extremes;The Annals of Statistics;2023-06-01

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