2 papers
stat.ME2026
Copulas for Geostatistical Data: Foundations, Modeling Principles and Statistical Inference
Axel Bücher, Nadja Klein
Spatial statistics commonly describes spatial dependence through second-order quantities such as covariance functions and variograms, often within Gaussian random-field models and…
math.ST2026
Structured linear factor models for tail dependence
Alexis Boulin, Axel Bücher
A common object to describe the extremal dependence of a -variate random vector is the stable tail dependence function . Various parametric models have emerged, with a po…