Full likelihood inference for max-stable data
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Cites work
- A comparison of dependence function estimators in multivariate extremes
- A hierarchical max-stable spatial model for extreme precipitation
- A spectral representation for max-stable processes
- An M-estimator of spatial tail dependence
- An overview of composite likelihood methods
- Bayesian inference for multivariate extreme value distributions
- Bayesian inference for the Brown-Resnick process, with an application to extreme low temperatures
- Bayesian inference from composite likelihoods, with an application to spatial extremes
- Composite likelihood estimation for the Brown-Resnick process
- Conditional simulation of max-stable processes
- Efficient inference and simulation for elliptical Pareto processes
- Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
- Exact simulation of max-stable processes
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- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
- Extreme value theory. An introduction.
- Fisher information for a multivariate extreme value distribution
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes
- Geostatistics of dependent and asymptotically independent extremes
- Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
- High-dimensional peaks-over-threshold inference
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- Likelihood estimators for multivariate extremes
- Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
- Likelihood-based inference for max-stable processes
- Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm
- Models for stationary max-stable random fields
- Non-stationary dependence structures for spatial extremes
- On the likelihood function of Gaussian max-stable processes
- On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions
- Regular conditional distributions of continuous max-infinitely divisible random fields
- Space–Time Modelling of Extreme Events
- Spatial extremes: max-stable processes at work
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Cited in
(9)- Distributed Inference for Spatial Extremes Modeling in High Dimensions
- Likelihood-Free Parameter Estimation with Neural Bayes Estimators
- Advances in statistical modeling of spatial extremes
- Smooth copula-based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada
- Spatial modeling of extremes and an angular component
- Neural Bayes Estimators for Irregular Spatial Data Using Graph Neural Networks
- Flexible Modeling of Nonstationary Extremal Dependence using Spatially Fused LASSO and Ridge Penalties
- Vecchia Likelihood Approximation for Accurate and Fast Inference with Intractable Spatial Max-Stable Models
- A new mixture model for spatiotemporal exceedances with flexible tail dependence
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