Composite likelihood estimation for the Brown-Resnick process
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Cited in
(60)- A continuous updating weighted least squares estimator of tail dependence in high dimensions
- An estimator of the stable tail dependence function based on the empirical beta copula
- A Bayesian hierarchical model for spatial extremes with multiple durations
- Hierarchical Archimax copulas
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution
- Multivariate peaks over thresholds models
- Multivariate extreme value copulas with factor and tree dependence structures
- Modelling extremes of spatial aggregates of precipitation using conditional methods
- Whittle estimation based on the extremal spectral density of a heavy-tailed random field
- Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool
- Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables
- High-dimensional inference using the extremal skew-\(t\) process
- New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks
- A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes
- Likelihood estimators for multivariate extremes
- Stochastic derivative estimation for max-stable random fields
- Approximate Bayesian computation with composite score functions
- Models for extremal dependence derived from skew-symmetric families
- Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
- On the likelihood function of Gaussian max-stable processes
- Non-stationary dependence structures for spatial extremes
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- Anisotropic Brown-Resnick space-time processes: estimation and model assessment
- On generalized max-linear models in max-stable random fields
- Factor copula models for replicated spatial data
- Composite Marginal Likelihoods to the Normal Bradley-Terry Model
- Censored pairwise likelihood-based tests for mixture parameter of spatial max-mixture models
- Geostatistics of dependent and asymptotically independent extremes
- Maximum composite likelihood estimation for spatial extremes models of Brown-Resnick type with application to precipitation data
- On the performance of the Bayesian composite likelihood estimation of max-stable processes
- Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
- Bayesian inference for the Brown-Resnick process, with an application to extreme low temperatures
- Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
- Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions
- Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions
- Full likelihood inference for max-stable data
- Distributed Inference for Spatial Extremes Modeling in High Dimensions
- Likelihood-Free Parameter Estimation with Neural Bayes Estimators
- Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses
- Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions
- A likelihood for correlated extreme series
- A multivariate spatial skew-t process for joint modeling of extreme precipitation indexes
- Simultaneous autoregressive models for spatial extremes
- Spatial deformation for nonstationary extremal dependence
- Hidden tail chains and recurrence equations for dependence parameters associated with extremes of stationary higher-order Markov chains
- Flexible Modeling of Nonstationary Extremal Dependence using Spatially Fused LASSO and Ridge Penalties
- Non-stationary max-stable models with an application to heavy rainfall data
- Vecchia Likelihood Approximation for Accurate and Fast Inference with Intractable Spatial Max-Stable Models
- Space-Time Extremes of Severe U.S. Thunderstorm Environments
- Multivariate generalized Pareto distributions along extreme directions
- Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic
- A new mixture model for spatiotemporal exceedances with flexible tail dependence
- Conditioned limit laws for inverted max-stable processes
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