메뉴 건너뛰기




Volumn 13, Issue 2, 2010, Pages 155-175

Testing the independence of maxima: From bivariate vectors to spatial extreme fields

Author keywords

Asymptotic independence; Bivariate extremes; Max stable random fields; Spatial processes

Indexed keywords


EID: 77951979360     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-010-0104-8     Document Type: Article
Times cited : (12)

References (31)
  • 2
    • 40649093537 scopus 로고    scopus 로고
    • Assessing extremal dependence of environmental spatial fields
    • Bel, L., Bacro, J. N., Lantuéjoul, C.: Assessing extremal dependence of environmental spatial fields. Environmetrics 2, 163-182 (2008).
    • (2008) Environmetrics , vol.2 , pp. 163-182
    • Bel, L.1    Bacro, J.N.2    Lantuéjoul, C.3
  • 3
    • 0001677717 scopus 로고
    • Controlling the false discovery rate: A practical and powerfull approach to multiple testing
    • Benjamini, Y., Hochberg, Y.: Controlling the false discovery rate: a practical and powerfull approach to multiple testing. J. R. Stat. Soc., Ser. B 57, 289-300 (1995).
    • (1995) J. R. Stat. Soc., Ser. B , vol.57 , pp. 289-300
    • Benjamini, Y.1    Hochberg, Y.2
  • 4
    • 0035733108 scopus 로고    scopus 로고
    • The control of the false discovery rate in multiple testing under dependency
    • Benjamini, Y., Yekutieli, D.: The control of the false discovery rate in multiple testing under dependency. Ann. Stat. 29, 1165-1188 (2001).
    • (2001) Ann. Stat. , vol.29 , pp. 1165-1188
    • Benjamini, Y.1    Yekutieli, D.2
  • 6
    • 0001870612 scopus 로고    scopus 로고
    • Dependence measures for extremes value analyses
    • Coles, S. G., Heffernan, J. E., Tawn, J. A.: Dependence measures for extremes value analyses. Extremes 2, 339-365 (1999).
    • (1999) Extremes , vol.2 , pp. 339-365
    • Coles, S.G.1    Heffernan, J.E.2    Tawn, J.A.3
  • 7
    • 35348817632 scopus 로고    scopus 로고
    • Variograms for spatial max-stable random fields
    • Springer Lecture Notes in Statistics, P. Bertail, P. Doukhan, and P. Soulier (Eds.), New York: Springer
    • Cooley, D., Naveau, P., Poncet, P.: Variograms for spatial max-stable random fields. In: Bertail, P., Doukhan, P., and Soulier, P. (eds.) Dependence in Probability and Statistics. Springer Lecture Notes in Statistics. Springer, New York (2006).
    • (2006) Dependence in Probability and Statistics
    • Cooley, D.1    Naveau, P.2    Poncet, P.3
  • 8
    • 0002291937 scopus 로고    scopus 로고
    • Sea and wind: Multivariate extreme at work
    • de Haan, L., de Ronde, J.: Sea and wind: multivariate extreme at work. Extremes 40, 7-45 (1998).
    • (1998) Extremes , vol.40 , pp. 7-45
    • de Haan, L.1    de Ronde, J.2
  • 10
  • 11
    • 3543038081 scopus 로고    scopus 로고
    • Bivariate tail estimation: Dependence in asymptotic independence
    • Draisma, G., Drees, H., Ferreira, A., de Haan, L.: Bivariate tail estimation: dependence in asymptotic independence. Bernouilli 10, 251-280 (2004).
    • (2004) Bernouilli , vol.10 , pp. 251-280
    • Draisma, G.1    Drees, H.2    Ferreira, A.3    de Haan, L.4
  • 12
    • 33745119860 scopus 로고    scopus 로고
    • Testing for tail independence in extreme value models
    • Falk, M., Michel, R.: Testing for tail independence in extreme value models. Ann. Ins. Stat. Math. 58, 261-290 (2006).
    • (2006) Ann. Ins. Stat. Math. , vol.58 , pp. 261-290
    • Falk, M.1    Michel, R.2
  • 13
    • 20444459804 scopus 로고    scopus 로고
    • Weak convergence of empirical copula processes
    • Fermanian, J. D., Radulovic, D., Wegkamp, M.: Weak convergence of empirical copula processes. Bernoulli 10(5), 847-860 (2004).
    • (2004) Bernoulli , vol.10 , Issue.5 , pp. 847-860
    • Fermanian, J.D.1    Radulovic, D.2    Wegkamp, M.3
  • 14
    • 36549000347 scopus 로고    scopus 로고
    • Testing the tail-dependent based on the radial component
    • Frick, M., Kaufmann, E., Reiss, R. D.: Testing the tail-dependent based on the radial component. Extremes 10, 109-128 (2007).
    • (2007) Extremes , vol.10 , pp. 109-128
    • Frick, M.1    Kaufmann, E.2    Reiss, R.D.3
  • 15
    • 56949105285 scopus 로고    scopus 로고
    • Testing asymptotic independence in bivariate extremes
    • Hüsler, J., Deyuan, L.: Testing asymptotic independence in bivariate extremes. J. Stat. Plan. Inference 139, 990-998 (2009).
    • (2009) J. Stat. Plan. Inference , vol.139 , pp. 990-998
    • Hüsler, J.1    Deyuan, L.2
  • 16
    • 0013499740 scopus 로고
    • Maxima of normal vectors, between independence and complete dependence
    • Hüsler, J., Reiss, R. D.: Maxima of normal vectors, between independence and complete dependence. Stat. Probab. Lett. 7, 283-286 (1989).
    • (1989) Stat. Probab. Lett. , vol.7 , pp. 283-286
    • Hüsler, J.1    Reiss, R.D.2
  • 17
    • 0001370079 scopus 로고
    • Parametric family of multivariate distributions with given margins
    • Joe, H.: Parametric family of multivariate distributions with given margins. J. Multivar. Anal. 46, 262-282 (1993).
    • (1993) J. Multivar. Anal. , vol.46 , pp. 262-282
    • Joe, H.1
  • 18
    • 33746446858 scopus 로고    scopus 로고
    • Statistics for near independence in multivariate analysis
    • Ledford, A., Tawn, J. A.: Statistics for near independence in multivariate analysis. Biometrika 83, 169-187 (1996).
    • (1996) Biometrika , vol.83 , pp. 169-187
    • Ledford, A.1    Tawn, J.A.2
  • 19
    • 0001484870 scopus 로고    scopus 로고
    • Modelling dependence within joint tail regions
    • Ledford, A., Tawn, J. A.: Modelling dependence within joint tail regions. J. R. Stat. Soc. B 59, 475-499 (1997).
    • (1997) J. R. Stat. Soc. B , vol.59 , pp. 475-499
    • Ledford, A.1    Tawn, J.A.2
  • 20
    • 0006429730 scopus 로고
    • The internal consistency of models in geostatistics
    • M. Armstrong (Ed.), Dordrecht: Kluwer Academic Publishers
    • Matheron, G.: The internal consistency of models in geostatistics. In: Armstrong, M. (ed.) Geostatistics, pp. 21-38. Kluwer Academic Publishers, Dordrecht (1989).
    • (1989) Geostatistics , pp. 21-38
    • Matheron, G.1
  • 21
    • 17544368988 scopus 로고    scopus 로고
    • Characterizations and examples of hidden regular variation
    • Maulik, K., Resnick, S.: Characterizations and examples of hidden regular variation. Extremes 7, 31-64 (2004).
    • (2004) Extremes , vol.7 , pp. 31-64
    • Maulik, K.1    Resnick, S.2
  • 22
    • 17544368988 scopus 로고    scopus 로고
    • Characterizations and examples of hidden regular variation
    • Naveau, P., Guillou, A., Cooley, D., Diebolt, J.: Characterizations and examples of hidden regular variation. Extremes 7, 31-67 (2006).
    • (2006) Extremes , vol.7 , pp. 31-67
    • Naveau, P.1    Guillou, A.2    Cooley, D.3    Diebolt, J.4
  • 23
    • 0033565125 scopus 로고    scopus 로고
    • Estimation of the coefficients of tail dependence in bivariate extremes
    • Peng, L.: Estimation of the coefficients of tail dependence in bivariate extremes. Stat. Probab. Lett. 43, 399-409 (1999).
    • (1999) Stat. Probab. Lett. , vol.43 , pp. 399-409
    • Peng, L.1
  • 24
    • 30444455765 scopus 로고    scopus 로고
    • Regular score tests of independence in multivariate extreme values
    • Ramos, A., Ledford, A.: Regular score tests of independence in multivariate extreme values. Extremes 8, 5-26 (2005).
    • (2005) Extremes , vol.8 , pp. 5-26
    • Ramos, A.1    Ledford, A.2
  • 25
    • 2442521707 scopus 로고    scopus 로고
    • Hidden regular variation, second order regular variation and asymptotic independence
    • Resnick, S.: Hidden regular variation, second order regular variation and asymptotic independence. Extremes 5, 303-336 (2002).
    • (2002) Extremes , vol.5 , pp. 303-336
    • Resnick, S.1
  • 26
    • 3843100123 scopus 로고    scopus 로고
    • Models for stationary max-stable random fields
    • Schlather, M.: Models for stationary max-stable random fields. Extremes 5, 33-44 (2002).
    • (2002) Extremes , vol.5 , pp. 33-44
    • Schlather, M.1
  • 27
    • 3543017217 scopus 로고    scopus 로고
    • A dependence measure for multivariate and spatial extreme values: Properties and inference
    • Schlather, M., Tawn, J. A.: A dependence measure for multivariate and spatial extreme values: Properties and inference. Biometrika 90, 139-156 (2003).
    • (2003) Biometrika , vol.90 , pp. 139-156
    • Schlather, M.1    Tawn, J.A.2
  • 28
    • 34347189101 scopus 로고
    • Bivariate extreme statistics
    • Sibuya, M.: Bivariate extreme statistics. Ann. Inst. Stat. Math. 11, 195-210 (1960).
    • (1960) Ann. Inst. Stat. Math. , vol.11 , pp. 195-210
    • Sibuya, M.1
  • 29
    • 0043010091 scopus 로고
    • Max-stable processes and spatial extremes
    • Smith, R. L.: Max-stable processes and spatial extremes. Tech. Rep.-Univ. Surrey 11, 195-210 (1990).
    • (1990) Tech. Rep.-Univ. Surrey , vol.11 , pp. 195-210
    • Smith, R.L.1
  • 30
    • 4143082554 scopus 로고    scopus 로고
    • EVD: Extreme value distributions
    • 2
    • Stephenson, A.: EVD: extreme value distributions. R News 2-2, 31-32 (2002).
    • (2002) R News , vol.2 , pp. 31-32
    • Stephenson, A.1
  • 31
    • 0001423124 scopus 로고
    • Bivariate extreme value theory: Models and estimation
    • Tawn, J. A.: Bivariate extreme value theory: models and estimation. Biometrika 75, 397-415 (1988).
    • (1988) Biometrika , vol.75 , pp. 397-415
    • Tawn, J.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.