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Spatial Dependence and Space-Time Trend in Extreme Events

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  • Einmahl, John

    (Tilburg University, Center For Economic Research)

  • Ferreira, Ana
  • de Haan, Laurens
  • Neves, C.
  • Zhou, C.

Abstract

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Suggested Citation

  • Einmahl, John & Ferreira, Ana & de Haan, Laurens & Neves, C. & Zhou, C., 2020. "Spatial Dependence and Space-Time Trend in Extreme Events," Discussion Paper 2020-009, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:ae5818cd-f071-4275-9577-d7b816807429
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/32723552/2020_009.pdf
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    References listed on IDEAS

    as
    1. John H. J. Einmahl & Laurens Haan & Chen Zhou, 2016. "Statistics of heteroscedastic extremes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 31-51, January.
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    Keywords

    Multivariate extreme value statistics; non-identical distributions; sequential tail empirical process; testing;
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