caa a22 4500 605463964 CHVBK 20210128100255.0 cr unu---uuuuu 210128e20150601xx s 000 0 eng 10.1007/s10687-014-0212-y doi (NATIONALLICENCE)springer-10.1007/s10687-014-0212-y Tail correlation functions of max-stable processes [Elektronische Daten] Construction principles, recovery and diversity of some mixing max-stable processes with identical TCF [Kirstin Strokorb, Felix Ballani, Martin Schlather] 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. The Author(s), 2015 Brown-Resnick nationallicence Extremal coefficient nationallicence Mixed moving maxima nationallicence Poisson storm nationallicence Stationary truncation nationallicence Tail dependence nationallicence Turning bands nationallicence Strokorb Kirstin Institute of Mathematics, University of Mannheim, D-68131, Mannheim, Germany aut Ballani Felix Institute of Stochastics, Faculty of Mathematics and Computer Science, TU Bergakademie Freiberg, D-09596, Freiberg, Germany aut Schlather Martin Institute of Mathematics, University of Mannheim, D-68131, Mannheim, Germany aut Extremes Springer US; http://www.springer-ny.com 18/2(2015-06-01), 241-271 1386-1999 18:2<241 2015 18 10687 https://doi.org/10.1007/s10687-014-0212-y text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10687-014-0212-y text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Strokorb Kirstin Institute of Mathematics, University of Mannheim, D-68131, Mannheim, Germany aut NATIONALLICENCE 700 1- Ballani Felix Institute of Stochastics, Faculty of Mathematics and Computer Science, TU Bergakademie Freiberg, D-09596, Freiberg, Germany aut NATIONALLICENCE 700 1- Schlather Martin Institute of Mathematics, University of Mannheim, D-68131, Mannheim, Germany aut NATIONALLICENCE 773 0- Extremes Springer US; http://www.springer-ny.com 18/2(2015-06-01), 241-271 1386-1999 18:2<241 2015 18 10687