Geostatistical Analysis with Conditional Extremal Copulas
نویسندگان
چکیده
منابع مشابه
Extremal attractors of Liouville copulas
Liouville copulas, which were introduced in [27], are asymmetric generalizations of the ubiquitous Archimedean copula class. They are the dependence structures of scale mixtures of Dirichlet distributions, also called Liouville distributions. In this paper, the limiting extreme-value copulas of Liouville copulas and of their survival counterparts are derived. The limiting max-stable models, ter...
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1 Department of Mathematics and Leuven Statistics Research Center (LStat), Katholieke Universiteit Leuven, Celestijnenlaan 200B, Box 2400, B-3001 Leuven (Heverlee), Belgium; 2 Center for Statistics, Hasselt University, Agoralaan -building D, B-3590 Diepenbeek, Belgium; 3 Jaroslav Hájek Center for Theoretical and Applied Statistics, Charles University Prague, Sokolovská 83, 186 75 Praha 8, Czech...
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ژورنال
عنوان ژورنال: International Journal of Statistics and Probability
سال: 2012
ISSN: 1927-7040,1927-7032
DOI: 10.5539/ijsp.v1n2p244