A semiparametric method to simulate bivariate space-time extremes

DOI10.1214/17-AOAS1031MaRDI QIDQ1684226zbMATH OpenOpenAlexFDO

Authors Romain Chailan, Gwladys Toulemonde, Jean-Noel Bacro

Publication date 8 December 2017

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/17-aoas1031

zbMATH Keywords

extreme wavescoastal hazardsextreme value modellingspace-time extreme processes simulation

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12)

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