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Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
Work
Year: 2019
Type: article
Abstract: To disentangle the complex nonstationary dependence structure of precipitation extremes over the entire contiguous United States (U.S.), we propose a flexible local approach based on factor copula mod... more
Cites: 66
Cited by: 40
Related to: 10
FWCI: 2.746
Citation percentile (by year/subfield): 99.99
Open Access status: green