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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- DOI:10.5539/jmr.v9n1p127
This work is licensed under a Creative Commons Attribution 4.0 License.
- ISSN(Print): 1916-9795
- ISSN(Online): 1916-9809
- Started: 2009
- Frequency: bimonthly
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