A Model-Free Selection Criterion For The Mixing Coefficient Of Spatial Max-Mixture Models

One of the main concerns in extreme value theory is to quantify the dependence between joint tails. Using stochastic processes that lack flexibility in the joint tail may lead to severe under-or over-estimation of probabilities associated to simultaneous extreme events. Following recent advances in...

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Veröffentlicht in:	arXiv.org 2018-01
Hauptverfasser:	Abu-Awwad, Abul-Fattah, Maume-Deschamps, Véronique, Ribereau, Pierre
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer simulation Criteria Dependence Extreme value theory Extreme values Geostatistics Stochastic processes
Online-Zugang:	Volltext
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