Spatial Dependence and Space-Time Trend in Extreme Events

John Einmahl, Ana Ferreira, Laurens de Haan, C. Neves and Chen Zhou ()

No 2020-009, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Multivariate extreme value statistics; non-identical distributions; sequential tail empirical process; testing (search for similar items in EconPapers)
Date: 2020
New Economics Papers: this item is included in nep-ecm, nep-ore and nep-rmg
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Working Paper: Spatial Dependence and Space-Time Trend in Extreme Events (2020)
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