High-dimensional inference using the extremal skew-\(t\) process (Q2231315)
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English | High-dimensional inference using the extremal skew-\(t\) process |
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High-dimensional inference using the extremal skew-\(t\) process (English)
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29 September 2021
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extremes
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max-stable processes
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composite likelihood
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Stephenson-Tawn likelihood
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quasi-Monte Carlo approximation
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