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What is Dependence Measures For Extreme Value Analyses about?
This paper discusses the quantification of dependence in multivariate extreme value analyses, highlighting the importance of understanding both dependent and independent extremes. It introduces novel diagnostic measures for extremal dependence, illustrated through theoretical examples and real data sets, particularly in environmental contexts. The authors also emphasize the need for these measures in standard models and inference procedures for extreme value statistics.
- Author
- Giogix 01
- Language
- EN