Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data (Q5130596): Difference between revisions

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scientific article; zbMATH DE number 7267980

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English	Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data	scientific article; zbMATH DE number 7267980

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instance of

scholarly article

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title

Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data (English)

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Journal of the American Statistical Association

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publication date

28 October 2020

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full work available at URL

https://arxiv.org/abs/1708.02447

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http://hdl.handle.net/10278/3712789

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zbMATH Keywords

asymptotic independence

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composite likelihood

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gamma random fields

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hourly precipitation

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spacetime convolution

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spacetime extremes

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MaRDI profile type

MaRDI publication profile

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cites work

A flexible dependence model for spatial extremes

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Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes

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Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach

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The Multivariate Gaussian Tail Model: An Application to Oceanographic Data

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A Latent Process Model for Temporal Extremes

0 references

Latent process modelling of threshold exceedances in hourly rainfall series

0 references

The use of subseries values for estimating the variance of a general statistic from a stationary sequence

0 references

Spatial regression models for extremes

0 references

Dependence measures for extreme value analyses

0 references

Bayesian Spatial Modeling of Extreme Precipitation Return Levels

0 references

Max-stable processes for modeling extremes observed in space and time

0 references

Statistical Inference for Max-Stable Processes in Space and Time

0 references

Extreme value theory for space-time processes with heavy-tailed distributions

0 references

Geostatistics of extremes

0 references

Geostatistics of dependent and asymptotically independent extremes

0 references

Statistical modeling of spatial extremes

0 references

Q5485944

0 references

A Bayesian analysis of some nonparametric problems

0 references

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

0 references

A hierarchical model for the analysis of spatial rainfall extremes

0 references

Computation of multivariate normal and \(t\) probabilities

0 references

Calculating ellipse overlap areas

0 references

Space–Time Modelling of Extreme Events

0 references

Modeling Spatial Processes with Unknown Extremal Dependence Class

0 references

Q4382161

0 references

Stationary max-stable fields associated to negative definite functions

0 references

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

0 references

Extremal \(t\) processes: elliptical domain of attraction and a spectral representation

0 references

The spectrogram: a threshold-based inferential tool for extremes of stochastic processes

0 references

The Stationary Bootstrap

0 references

A hierarchical max-stable spatial model for extreme precipitation

0 references

Q5421906

0 references

Some models for rainfall based on stochastic point processes

0 references

Models for stationary max-stable random fields

0 references

Bivariate extreme statistics. I

0 references

Efficient inference and simulation for elliptical Pareto processes

0 references

A note on composite likelihood inference and model selection

0 references

Dependence modelling for spatial extremes

0 references

Poisson/gamma random field models for spatial statistics

0 references

Practical nonparametric and semiparametric Bayesian statistics

0 references

Identifiers

zbMATH Open document ID

1445.62250

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DOI

10.1080/01621459.2019.1617152

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes
+Normal rank
@@ Property / cites work @@
+Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach
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+The Multivariate Gaussian Tail Model: An Application to Oceanographic Data
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@@ Property / cites work @@
+A Latent Process Model for Temporal Extremes
@@ Property / cites work: A Latent Process Model for Temporal Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Latent process modelling of threshold exceedances in hourly rainfall series
+Normal rank
@@ Property / cites work @@
+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
+Normal rank
@@ Property / cites work @@
+Spatial regression models for extremes
@@ Property / cites work: Spatial regression models for extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence measures for extreme value analyses
@@ Property / cites work: Dependence measures for extreme value analyses / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Spatial Modeling of Extreme Precipitation Return Levels
+Normal rank
@@ Property / cites work @@
+Max-stable processes for modeling extremes observed in space and time
+Normal rank
@@ Property / cites work @@
+Statistical Inference for Max-Stable Processes in Space and Time
+Normal rank
@@ Property / cites work @@
+Extreme value theory for space-time processes with heavy-tailed distributions
+Normal rank
@@ Property / cites work @@
+Geostatistics of extremes
@@ Property / cites work: Geostatistics of extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Geostatistics of dependent and asymptotically independent extremes
+Normal rank
@@ Property / cites work @@
+Statistical modeling of spatial extremes
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+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian analysis of some nonparametric problems
+Normal rank
@@ Property / cites work @@
+The generalized Pareto process; with a view towards application and simulation
+Normal rank
@@ Property / cites work @@
+A hierarchical model for the analysis of spatial rainfall extremes
+Normal rank
@@ Property / cites work @@
+Computation of multivariate normal and \(t\) probabilities
+Normal rank
@@ Property / cites work @@
+Calculating ellipse overlap areas
@@ Property / cites work: Calculating ellipse overlap areas / rank @@
+Normal rank
@@ Property / cites work @@
+Space–Time Modelling of Extreme Events
@@ Property / cites work: Space–Time Modelling of Extreme Events / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling Spatial Processes with Unknown Extremal Dependence Class
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Stationary max-stable fields associated to negative definite functions
+Normal rank
@@ Property / cites work @@
+A Space-Time Skew-<i>t</i> Model for Threshold Exceedances
+Normal rank
@@ Property / cites work @@
+Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
+Normal rank
@@ Property / cites work @@
+The spectrogram: a threshold-based inferential tool for extremes of stochastic processes
+Normal rank
@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+A hierarchical max-stable spatial model for extreme precipitation
+Normal rank
@@ Property / cites work @@
+Q5421906
@@ Property / cites work: Q5421906 / rank @@
+Normal rank
@@ Property / cites work @@
+Some models for rainfall based on stochastic point processes
+Normal rank
@@ Property / cites work @@
+Models for stationary max-stable random fields
@@ Property / cites work: Models for stationary max-stable random fields / rank @@
+Normal rank
@@ Property / cites work @@
+Bivariate extreme statistics. I
@@ Property / cites work: Bivariate extreme statistics. I / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient inference and simulation for elliptical Pareto processes
+Normal rank
@@ Property / cites work @@
+A note on composite likelihood inference and model selection
+Normal rank
@@ Property / cites work @@
+Dependence modelling for spatial extremes
@@ Property / cites work: Dependence modelling for spatial extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Poisson/gamma random field models for spatial statistics
+Normal rank
@@ Property / cites work @@
+Practical nonparametric and semiparametric Bayesian statistics
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