Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet

DOI10.1214/12-STS376BzbMath1330.86024arXiv1208.3575MaRDI QIDQ5962686

Darmesah Gabda, Ross P. Towe, Jennifer L. Wadsworth, Jonathan A. Tawn

Publication date: 16 February 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.3575

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Geostatistics (86A32)

Related Items (4)

Anisotropic Brown-Resnick space-time processes: estimation and model assessment ⋮ A modeler's guide to extreme value software ⋮ On generalized max-linear models in max-stable random fields ⋮ Modeling Spatial Processes with Unknown Extremal Dependence Class

Cites Work

• Extreme value properties of multivariate \(t\) copulas
• Stationary max-stable fields associated to negative definite functions
• Dependence modelling for spatial extremes
• On the likelihood function of Gaussian max-stable processes

This page was built for publication: Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet