Statistical modelling and inference for covariate-dependent extremal dependence
ContributorsMhalla, Linda
DirectorsRonchetti, Elvezio ; Chavez-Demoulin, Valérie
Defense date2018-06-28
Abstract
Keywords
- Angular density
- Asymptotic dependence
- Asymptotic independence
- Covariate-adjustment
- Extreme value theory
- Generalized additive models
- Max-stable random vectors
- Multivariate extreme values
- Penalized log-likelihood
- Threshold exceedances
- Vector generalized additive models.
Affiliation
Citation (ISO format)
MHALLA, Linda. Statistical modelling and inference for covariate-dependent extremal dependence. 2018. doi: 10.13097/archive-ouverte/unige:106918
Main files (1)
Thesis
Identifiers
- PID : unige:106918
- DOI : 10.13097/archive-ouverte/unige:106918
- URN : urn:nbn:ch:unige-1069182
- Thesis number : GSEM 57