Conditional sampling for spectrally discrete max-stable random fields

DOI10.1239/aap/1308662488zbMath1225.60085arXiv1005.0312OpenAlexW2149592523MaRDI QIDQ3021246

Yizao Wang, Stilian A. Stoev

Publication date: 22 July 2011

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.0312

zbMATH Keywords

max-stable processset cover problemregular conditional probabilityMARMA processSmith modelspectrally discrete representation

Mathematics Subject Classification ID

Related Items (24)

The realization problem for tail correlation functions ⋮ On generalized max-linear models and their statistical interpolation ⋮ Extreme value estimation for discretely sampled continuous processes ⋮ Stochastic derivative estimation for max-stable random fields ⋮ Conditional independence among max-stable laws ⋮ Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data ⋮ Max-linear models on directed acyclic graphs ⋮ On the hitting probability of max-stable processes ⋮ When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs ⋮ Conditional sampling for max-stable processes with a mixed moving maxima representation ⋮ High-dimensional inference using the extremal skew-\(t\) process ⋮ Properties of extremal dependence models built on bivariate MAX-linearity ⋮ An M-estimator for tail dependence in arbitrary dimensions ⋮ Exploration and inference in spatial extremes using empirical basis functions ⋮ On generalized max-linear models in max-stable random fields ⋮ Multivariate records and hitting scenarios ⋮ A continuous updating weighted least squares estimator of tail dependence in high dimensions ⋮ Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet ⋮ Exceedance-based nonlinear regression of tail dependence ⋮ Probabilities of Concurrent Extremes ⋮ Regression-type analysis for multivariate extreme values ⋮ On the distribution of a max-stable process conditional on max-linear functionals ⋮ Max-stable processes and the functional \(D\)-norm revisited ⋮ Conditional independence in max-linear Bayesian networks

Uses Software

• R
• fields
• MaxLinear

Cites Work

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