73 citations · 73 across the 1 of their papers we have counts for
2 papers
math.ST2020
Spatial dependence and space-time trend in extreme events
John H. J. Einmahl, Ana Ferreira, Laurens de Haan +2
The statistical theory of extremes is extended to observations that are non-stationary and not independent. The non-stationarity over time and space is controlled via the scedasis…
math.ST2006★ 73 cited
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
John H. J. Einmahl, Laurens de Haan, Deyuan Li
Consider i.i.d. random vectors on , with unknown, common distribution function . Under a sharpening of the extreme value condition on , we derive a weighted…