Search Results for author: Jennifer L. Wadsworth

Found 2 papers, 1 papers with code

Spatial deformation for non-stationary extremal dependence

1 code implementation18 Jan 2021 Jordan Richards, Jennifer L. Wadsworth

Modelling the extremal dependence structure of spatial data is considerably easier if that structure is stationary.

Methodology Applications

A geometric investigation into the tail dependence of vine copulas

no code implementations17 Dec 2020 Emma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn

We also present new theory for a class of higher dimensional vine copulas, constructed from bivariate inverted extreme value copulas.

Statistics Theory Methodology Statistics Theory

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