High-dimensional inference using the extremal skew-\(t\) process (Q2231315)

From MaRDI portal
scientific article
Language Label Description Also known as
English
High-dimensional inference using the extremal skew-\(t\) process
scientific article

    Statements

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

    Identifiers