Extremal Dependence Modeling with Spatial and Survival Distributions


  •  Diakarya Barro    

Abstract

This paper investigates some properties of dependence of extreme values distributions both in survival and spatial context. Specifically, we prospose a spatial Extremal dependence coefficient for survival distributions. Madogram is characterized in bivariate case and multivariate survival function and the underlying hazard distributions are given in a risky context.


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