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-correlationextremal coefficientmax-stable processmultivariate analysisrandom fieldspatial 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)

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

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