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math.ST2018
A Model-Free Selection Criterion For The Mixing Coefficient Of Spatial Max-Mixture Models
Abul-Fattah Abu-Awwad, Véronique Maume-Deschamps, Pierre Ribereau
One of the main concerns in extreme value theory is to quantify the dependence between joint tails. Using stochastic processes that lack flexibility in the joint tail may lead to s…
math.ST2017★ 1 cited
Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models
Abdul-Fattah Abu-Awwad, Véronique Maume-Deschamps, Ribereau Pierre
Max-mixture processes are defined as Z = max(aX, (1 -- a)Y) with X an asymptotic dependent (AD) process, Y an asymptotic independent (AI) process and a [0, 1]. So that, the m…