Multivariate max-stable spatial processes

DOI10.1093/BIOMET/ASU066MaRDI QIDQ5247444zbMATH OpenOpenAlexFDO

Authors Marc G. Genton, Huiyan Sang, S. A. Padoan

Publication date 24 April 2015

Published in Biometrika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10754/552385

zbMATH Keywords

composite likelihoodcross-correlationmultivariate analysisextremal coefficientrandom fieldmax-stable processspatial extreme

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Inference from spatial processes (62M30)

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Cited in

(38)

• On the covariance properties of certain multiscale spatial processes
• Brown-Resnick processes: analysis, inference and generalizations
• Max-infinitely divisible models and inference for spatial extremes
• Max-stable processes for modeling extremes observed in space and time
• Likelihood-based inference for max-stable processes
• Bayesian modeling of air pollution extremes using nested multivariate max-stable processes
• Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
• Characterization theorems for pseudo cross-variograms
• Covariance models for multivariate random fields resulting from pseudo cross-variograms
• Representations of \(\max\)-stable processes via exponential tilting
• Bayesian inference for multivariate extreme value distributions
• Calibration of the bulk and extremes of spatial data
• Spatial risk measures for max-stable and max-mixture processes
• Extreme value estimation for discretely sampled continuous processes
• Max-convolution processes with random shape indicator kernels
• Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
• Asymptotic dependence modeling for spatio-temporal max-stable processes
• Spatial extremes and max-stable processes
• A multivariate spatial skew-t process for joint modeling of extreme precipitation indexes
• Spatial modeling of extremes and an angular component
• MAX-stable models for multivariate extremes
• Variograms for spatial max-stable random fields
• Composite likelihood inference for multivariate Gaussian random fields
• Assessing models for estimation and methods for uncertainty quantification for spatial return levels
• Majority rule in multi-dimensional spatial models
• Extreme value copulas and max-stable processes
• CRPS M-estimation for max-stable models
• Neural Bayes Estimators for Irregular Spatial Data Using Graph Neural Networks
• Extremal dependence measure for functional data
• Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
• Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
• Spatial extremes: max-stable processes at work
• Multivariate transformed Gaussian processes
• An extended Gaussian max-stable process model for spatial extremes
• Multivariate max-stable processes and homogeneous functionals
• Cross-covariance functions for multivariate geostatistics
• Multivariate modelling of spatial extremes based on copulas
• Non-stationary max-stable models with an application to heavy rainfall data

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