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The extremal coefficient function has been discussed as an analog of the autocovariance function for extreme values. However, as to the behavior of valid extremal coefficient functions little is known apart from their positive definite type. In particular, the reconstruction of valid processes...
Persistent link: https://www.econbiz.de/10010329892
Persistent link: https://www.econbiz.de/10010329980
Persistent link: https://www.econbiz.de/10008465172
The extremal coefficient function has been discussed as an analog of the autocovariance function for extreme values. However, as to the behavior of valid extremal coefficient functions little is known apart from their positive definite type. In particular, the reconstruction of valid processes...
Persistent link: https://www.econbiz.de/10008465173
The extremal coefficient function has been discussed as an analog of the autocovariance function for extreme values. However, as to the behavior of valid extremal coefficient functions little is known apart from their positive definite type. In particular, the reconstruction of valid processes...
Persistent link: https://www.econbiz.de/10010336338
Persistent link: https://www.econbiz.de/10013040790
Persistent link: https://www.econbiz.de/10012665946
We present properties of a dependence measure that arises in the study of extreme values in multivariate and spatial problems. For multivariate problems the dependence measure characterises dependence at the bivariate level, for all pairs and all higher orders up to and including the dimension...
Persistent link: https://www.econbiz.de/10009433350
We present a new approach to treatment assignment in (field) experiments for the case of one or multiple treatment groups. This approach - which we call minimizing MSE approach - uses sample characteristics to obtain balanced treatment groups. Compared to other methods, the min MSE procedure is...
Persistent link: https://www.econbiz.de/10011657662
We prove that a stationary max-infinitely divisible process is mixing (ergodic) iff its dependence function converges to 0 (is Cesàro summable to 0). These criteria are applied to some classes of max-infinitely divisible processes.
Persistent link: https://www.econbiz.de/10008875620