Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (Q5120643): Difference between revisions

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scientific article; zbMATH DE number 7247683

Language	Label	Description	Also known as
English	Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes	scientific article; zbMATH DE number 7247683

Statements

instance of

scholarly article

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title

Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes (English)

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author

Daniela Castro-Camilo

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Raphaël Huser

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published in

Journal of the American Statistical Association

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publication date

15 September 2020

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full work available at URL

https://arxiv.org/abs/1710.00875

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http://eprints.gla.ac.uk/191026/1/191026.pdf

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zbMATH Keywords

factor copula model

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local likelihood

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nonstationarity

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spatial extremes

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threshold exceedance

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describes a project that uses

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MaRDI publication profile

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cites work

Local likelihood estimation for nonstationary random fields

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Extremes on river networks

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Spatial modeling of extreme snow depth

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Time-varying extreme value dependence with application to leading European stock markets

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Bayesian Spatial Modeling of Extreme Precipitation Return Levels

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Geostatistics of extremes

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Handbook of Environmental and Ecological Statistics

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Statistical modeling of spatial extremes

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Local Likelihood Smoothing of Sample Extremes

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High-dimensional peaks-over-threshold inference

0 references

Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes

0 references

The generalized Pareto process; with a view towards application and simulation

0 references

A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

0 references

Q5310520

0 references

Composite likelihood estimation for the Brown-Resnick process

0 references

Space–Time Modelling of Extreme Events

0 references

Likelihood estimators for multivariate extremes

0 references

Non-stationary dependence structures for spatial extremes

0 references

Modeling Spatial Processes with Unknown Extremal Dependence Class

0 references

Maxima of normal random vectors: Between independence and complete dependence

0 references

Dependence Modeling with Copulas

0 references

Factor Copula Models for Replicated Spatial Data

0 references

Structured factor copula models: theory, inference and computation

0 references

Statistics for near independence in multivariate extreme values

0 references

A Space-Time Skew-<i>t</i> Model for Threshold Exceedances

0 references

Multiresolution models for nonstationary spatial covariance functions

0 references

INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles

0 references

Likelihood-Based Inference for Max-Stable Processes

0 references

Multivariate generalized Pareto distributions: parametrizations, representations, and properties

0 references

Q3281461

0 references

Interpolation of spatial data. Some theory for kriging

0 references

Efficient inference and simulation for elliptical Pareto processes

0 references

Bayesian modeling of air pollution extremes using nested multivariate max‐stable processes

0 references

Dependence modelling for spatial extremes

0 references

Efficient inference for spatial extreme value processes associated to log-Gaussian random functions

0 references

Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics

0 references

Identifiers

zbMATH Open document ID

1441.62118

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DOI

10.1080/01621459.2019.1647842

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Extremes on river networks
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+Spatial modeling of extreme snow depth
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+Time-varying extreme value dependence with application to leading European stock markets
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@@ Property / cites work @@
+Bayesian Spatial Modeling of Extreme Precipitation Return Levels
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+Geostatistics of extremes
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+Handbook of Environmental and Ecological Statistics
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@@ Property / cites work @@
+Statistical modeling of spatial extremes
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+Normal rank
@@ Property / cites work @@
+Local Likelihood Smoothing of Sample Extremes
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+Normal rank
@@ Property / cites work @@
+High-dimensional peaks-over-threshold inference
@@ Property / cites work: High-dimensional peaks-over-threshold inference / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
+Normal rank
@@ Property / cites work @@
+The generalized Pareto process; with a view towards application and simulation
+Normal rank
@@ Property / cites work @@
+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
+Normal rank
@@ Property / cites work @@
+Q5310520
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+Normal rank
@@ Property / cites work @@
+Composite likelihood estimation for the Brown-Resnick process
+Normal rank
@@ Property / cites work @@
+Space–Time Modelling of Extreme Events
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+Normal rank
@@ Property / cites work @@
+Likelihood estimators for multivariate extremes
@@ Property / cites work: Likelihood estimators for multivariate extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Non-stationary dependence structures for spatial extremes
+Normal rank
@@ Property / cites work @@
+Modeling Spatial Processes with Unknown Extremal Dependence Class
+Normal rank
@@ Property / cites work @@
+Maxima of normal random vectors: Between independence and complete dependence
+Normal rank
@@ Property / cites work @@
+Dependence Modeling with Copulas
@@ Property / cites work: Dependence Modeling with Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Factor Copula Models for Replicated Spatial Data
@@ Property / cites work: Factor Copula Models for Replicated Spatial Data / rank @@
+Normal rank
@@ Property / cites work @@
+Structured factor copula models: theory, inference and computation
+Normal rank
@@ Property / cites work @@
+Statistics for near independence in multivariate extreme values
+Normal rank
@@ Property / cites work @@
+A Space-Time Skew-<i>t</i> Model for Threshold Exceedances
+Normal rank
@@ Property / cites work @@
+Multiresolution models for nonstationary spatial covariance functions
+Normal rank
@@ Property / cites work @@
+INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Inference for Max-Stable Processes
+Normal rank
@@ Property / cites work @@
+Multivariate generalized Pareto distributions: parametrizations, representations, and properties
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Interpolation of spatial data. Some theory for kriging
+Normal rank
@@ Property / cites work @@
+Efficient inference and simulation for elliptical Pareto processes
+Normal rank
@@ Property / cites work @@
+Bayesian modeling of air pollution extremes using nested multivariate max‐stable processes
+Normal rank
@@ Property / cites work @@
+Dependence modelling for spatial extremes
@@ Property / cites work: Dependence modelling for spatial extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
+Normal rank
@@ Property / cites work @@
+Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
+Normal rank