1 code implementation • 18 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
no code implementations • 17 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