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math.PR2011★ 1 cited
Generalized Logistic Models and its orthant tail dependence
Helena Ferreira, Luísa Pereira
The Multivariate Extreme Value distributions have shown their usefulness in environmental studies, financial and insurance mathematics. The Logistic or Gumbel-Hougaard distribution…
math.ST2011
Generalized madogram and pairwise dependence of maxima over two regions of a random field
Cecília Fonseca, Luísa Pereira, Helena Ferreira +1
Spatial environmental processes often exhibit dependence in their large values. In order to model such processes their dependence properties must be characterized and quantified. I…