Likelihood estimators for multivariate extremes (Q262538)

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Language	Label	Description	Also known as
English	Likelihood estimators for multivariate extremes	scientific article

Statements

Likelihood estimators for multivariate extremes (English)

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publication date

30 March 2016

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full work available at URL

https://arxiv.org/abs/1411.3448

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zbMATH Keywords

asymptotic relative efficiency

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censored likelihood

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logistic model

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multivariate extremes

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pairwise likelihood

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point process approach

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scholarly article

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Anthony C. Davison

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Estimation of spatial max-stable models using threshold exceedances

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Max-infinite divisibility

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A construction principle for multivariate extreme value distributions

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Statistics of Extremes

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A Mixture Model for Multivariate Extremes

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The Multivariate Gaussian Tail Model: An Application to Oceanographic Data

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On spatial extremes: with application to a rainfall problem

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A nonparametric estimation procedure for bivariate extreme value copulas

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An introduction to statistical modeling of extreme values

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Statistical Methods for Multivariate Extremes: An Application to Structural Design

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A note on pseudolikelihood constructed from marginal densities

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Statistical Models

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Geostatistics of extremes

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On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions

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On the non-parametric estimation of the bivariate extreme-value distributions

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The t Copula and Related Copulas

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Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models

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A characterization of the rate of convergence in bivariate extreme value models

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Efficient estimation of the canonical dependence function

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Efficient estimators and LAN in canonical bivariate POT models.

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On the distribution of Pickands coordinates in bivariate EV and GP models

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Models for dependent extremes using stable mixtures

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Bivariate Logistic Distributions

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Distribution and dependence-function estimation for bivariate extreme-value distributions.

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ML, PL, QL in Markov Chain Models

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Composite likelihood estimation for the Brown-Resnick process

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Space–Time Modelling of Extreme Events

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Maxima of normal random vectors: Between independence and complete dependence

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Families of min-stable multivariate exponential and multivariate extreme value distributions

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Statistics for near independence in multivariate extreme values

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An introduction to copulas.

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Likelihood-Based Inference for Max-Stable Processes

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A hierarchical max-stable spatial model for extreme precipitation

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A pairwise likelihood approach to estimation in multilevel probit models

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Multivariate generalized Pareto distributions

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Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization

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Max-stable models for multivariate extremes

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Fisher information for a multivariate extreme value distribution

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Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author

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Statistics of Multivariate Extremes

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Markov chain models for threshold exceedances

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HIGH-DIMENSIONAL PARAMETRIC MODELLING OF MULTIVARIATE EXTREME EVENTS

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Exploiting occurrence times in likelihood inference for componentwise maxima

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Bivariate extreme value theory: Models and estimation

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Efficient inference and simulation for elliptical Pareto processes

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A note on composite likelihood inference and model selection

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On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions

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Dependence modelling for spatial extremes

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

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Identifiers

zbMATH Open document ID

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10.1007/s10687-015-0230-4

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:262538

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