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Non Linear Models for Extremal Dependence

Non-linear models for extremal dependence
descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2016 France English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: Linda Mhalla; Valérie Chavez-Demoulin; Philippe Naveau;

doi: 10.2139/ssrn.2836587 , 10.1016/j.jmva.2017.04.006

Non Linear Models for Extremal Dependence

Keywords

[SDU.OCEAN]Sciences of the Universe [physics]/Ocean, non-stationarity, extreme value theory, Pickands function, Atmosphere, [SDU.OCEAN] Sciences of the Universe [physics]/Ocean, Atmosphere, Statistics of extreme values; tail inference, Estimation in multivariate analysis, [SDU.ENVI] Sciences of the Universe [physics]/Continental interfaces, environment, generalized additive models, semiparametric models, [SDU.ENVI]Sciences of the Universe [physics]/Continental interfaces, Nonparametric estimation, environment, max-stable random vectors, temperature data

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 10
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
10
Top 10%
Average
Average
hybrid
Related to Research communities
NEANIAS Atmospheric Research Community
UArctic