Tail correlation functions of max-stable processes
Construction principles, recovery and diversity of some mixing max-stable processes with identical TCF
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| 024 | 7 | 0 | |a 10.1007/s10687-014-0212-y |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10687-014-0212-y | ||
| 245 | 0 | 0 | |a Tail correlation functions of max-stable processes |h [Elektronische Daten] |b Construction principles, recovery and diversity of some mixing max-stable processes with identical TCF |c [Kirstin Strokorb, Felix Ballani, Martin Schlather] |
| 520 | 3 | |a The tail correlation function (TCF) is a popular bivariate extremal dependence measure to summarize data in the domain of attraction of a max-stable process. For the class of TCFs, being largely unexplored so far, several aspects are contributed: (i) generalization of some mixing max-stable processes (ii) transfer of two geostatistical construction principles to max-stable processes, including the turning bands operator (iii) identification of subclasses of TCFs, including M3 processes based on radial monotone shapes (iv) recovery of subclasses of max-stable processes from TCFs (v) parametric classes (iv) diversity of max-stable processes sharing an identical TCF. We conclude that caution should be exercised when using TCFs for statistical inference. | |
| 540 | |a The Author(s), 2015 | ||
| 690 | 7 | |a Brown-Resnick |2 nationallicence | |
| 690 | 7 | |a Extremal coefficient |2 nationallicence | |
| 690 | 7 | |a Mixed moving maxima |2 nationallicence | |
| 690 | 7 | |a Poisson storm |2 nationallicence | |
| 690 | 7 | |a Stationary truncation |2 nationallicence | |
| 690 | 7 | |a Tail dependence |2 nationallicence | |
| 690 | 7 | |a Turning bands |2 nationallicence | |
| 700 | 1 | |a Strokorb |D Kirstin |u Institute of Mathematics, University of Mannheim, D-68131, Mannheim, Germany |4 aut | |
| 700 | 1 | |a Ballani |D Felix |u Institute of Stochastics, Faculty of Mathematics and Computer Science, TU Bergakademie Freiberg, D-09596, Freiberg, Germany |4 aut | |
| 700 | 1 | |a Schlather |D Martin |u Institute of Mathematics, University of Mannheim, D-68131, Mannheim, Germany |4 aut | |
| 773 | 0 | |t Extremes |d Springer US; http://www.springer-ny.com |g 18/2(2015-06-01), 241-271 |x 1386-1999 |q 18:2<241 |1 2015 |2 18 |o 10687 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10687-014-0212-y |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10687-014-0212-y |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Strokorb |D Kirstin |u Institute of Mathematics, University of Mannheim, D-68131, Mannheim, Germany |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Ballani |D Felix |u Institute of Stochastics, Faculty of Mathematics and Computer Science, TU Bergakademie Freiberg, D-09596, Freiberg, Germany |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Schlather |D Martin |u Institute of Mathematics, University of Mannheim, D-68131, Mannheim, Germany |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Extremes |d Springer US; http://www.springer-ny.com |g 18/2(2015-06-01), 241-271 |x 1386-1999 |q 18:2<241 |1 2015 |2 18 |o 10687 | ||